Yes, everyone in America is protected under the First Amendment.

Once you leave the country you’re no longer protected.

However, if you’re visiting here and say shit about say Myanmar, you’re not going to be protected after you leave the country. So in a way there still might be an informal form of self censureship if you’re not an American citizen.

There’s also things that you can legally say that you shouldn’t. Like never use the N word if you’re not black. It might be legal to say, but you’re going to piss a lot of people off. Not being from America those unwritten rules might not be so clear.

Speech of foreign nationals is not treated the same as that of citizens.

In the case Buckley v. Valeo, 424 U.S. 1, the Supreme Court rules on the constitutionality of various statutory limits on campaign spending. Some parts of the law were upheld, others were overturned in 1st Amendment grounds. They upheld limits on contributions to candidates and volunteers' incidental expenses, and overturned limits on expenditures. In the decision, the court observed that

[n]either the right to associate nor the right to participate in political activities is absolute

and

"governmental 'action which may have the effect of curtailing the freedom to associate is subject to the closest scrutiny'"

The court stated that

Even a 'significant interference with protected rights of political association' may be sustained if the State demonstrates a sufficiently important interest and employs means closely drawn to avoid unnecessary abridgment of associational freedoms.

This is reasonably-standard strict scrutiny boilerplate language: what it remind you is that no Constitutionally-protected right is absolute, and all rights are subject to limitation, when that right conflicts with a compelling government interest. In the case of the federal contribution laws, that interest

is the prevention of corruption and the appearance of corruption spawned by the real or imagined coercive influence of large financial contributions on candidates' positions and on their actions if elected to office.

The court then found that

under the rigorous standard of review established by our prior decisions, the weighty interests served by restricting the size of financial contributions to political candidates are sufficient to justify the limited effect upon First Amendment freedoms caused by the $1,000 contribution ceiling.

52 USC 30121 imposes a prohibition which, if placed on US persons, would be held to violate the 1st Amendment. That law prohibits, among others,

a contribution or donation of money or other thing of value, or to make an express or implied promise to make a contribution or donation, in connection with a Federal, State, or local election

by "a foreign national", defined to not include lawful permanent residents but otherwise includes all foreign citizens and entities. The constitutionality of this law was challenged on First Amendment grounds but affirmed in Bluman v. Fed. Election Comm'n, 800 F. Supp. 2d 281 (written by Kavanaugh in his previous job), and upheld in a one-sentence affirmation by SCOTUS. So, 1st Amendment rights of foreign nationals are not protected to the same extent as those of US citizens.

It should be noted that the court also (expressly) did not decide if Congress could also constitutionally ban contributions by LPRs, or could prohibit foreign nationals from engaging in other forms of speech (issue advocacy and speaking on issues of public policy) – that matter was left undecided.

This is a subject of hot legal debate, but the general consensus of the courts is that aliens posess pretty much exactly the same set of rights as Americans [bar ones reserved for citizens like voting] when within the United States.