The diplomatic community, stunned by the assassination of Indian Prime Minister Indira Gandhi, gathered last night at the French ambassador's residence to say goodbye to a fellow ambassador and friend. It was a party thrown by outgoing Ambassador Bernard Vernier-Palliez, but it was a party on a somber day.

"It's very tragic," said Soviet Ambassador Anatoliy Dobrynin. "A great loss to India and the world."

"It certainly is another example of the kind of terrorism people have been concerned about," said presidential counselor Edwin Meese.

"We were shocked," said Vernier-Palliez. "She was an extraordinary lady. The relations between France and India were very close relations, very comfortable relations. There was a true friendship between our two nations."

As happens so often in Washington political-diplomatic circles, the extremely serious mixed with less than serious. Last night, the less than serious consisted of glasses of champagne, trays of ornate hors d'oeuvres and the periodic arrival of small children in costumes canvassing the neighborhood in search of candy.

"Diplomatic life is like that," said Vernier-Palliez. "It must go on and carry on, whatever the events are."

The 400 people doing the carrying on last night included Supreme Court Justice Sandra Day O'Connor, Defense Secretary Caspar Weinberger, Treasury Secretary Donald Regan, Commerce Secretary Malcolm Baldrige, budget director David Stockman, FBI Director William Webster, National Symphony Orchestra music director Mstislav Rostropovich, Kennedy Center chairman Roger Stevens, Evangeline Bruce, wife of former ambassador David K.E. Bruce, Egyptian Ambassador Ashraf Ghorbal and an array of other ambassadors.

"Isn't it a shame to lose these people?" said Daniel Terra, U.S. ambassador at large for cultural affairs, about Vernier-Palliez and his wife Denise. "They're so popular. He has a great, great sense for dealing with people."

Two separate guests, seemingly independent of each other, suggested Denise Vernier-Palliez should take over as ambassador in order to keep the couple in Washington.

"I would try to play prince consort as best as possible," Bernard Vernier-Palliez said when told of the suggestion, as his wife laughed and laughed.

Just inside the door of the Kalorama Road residence, a guard watched over two baskets of peanut M&Ms and Baby Ruth bars. As the reception was ending, two giggling, makeup-encrusted figures appeared, were rewarded and ducked out.

"I take French class, so I thought we needed to come here," said Kyra Milinick, 13, after she stuffed her candy into her Safeway bag.

"A lot of these houses around here give you a lot of candy," she said.

Milinick explained she was dressed as "Vampira." Elise Merrow, also 13, said she was dressed as "a kind of turtle, I think."

"The Chinese Embassy is good," she said. "They have tables and tables with stuff usually. They have these weird Chinese pastries. Some of them are interesting. They're sort of fried."

Back inside, John Jova, president of Meridian House, was saying, "We hate to become friends with the diplomatic corps, because as soon as you get to know them, they leave."

Alfred Edelson, a public relations consultant, smiled as he watched Vernier-Palliez receive his guests.

"We ride together on the weekends in Rock Creek Park," Edelson said. "My daughter said I should take out an ad. 'Wanted: Good-natured ambassador who likes to ride. Must speak good English.' "