There seems to be a precedent that US citizens have different legal protections from the US government while abroad when compared with non-citizens. That is why US citizens involved with Al-Qaeda, ISIS, or similar hostile organizations will occasionally receive a domestic trial in the criminal justice system while non-citizens generally only face military trials if anything.

If a person is on trial in the U.S. for breaking U.S. law, then U.S. constitutional protections apply— regardless of citizenship or where the alleged crime took place.

First Amendment deals with US federal government and states.

Neither the federal government nor the states can prosecute you for free speech you engage in as US citizen or resident while in Saudi Arabia. The Saudi Arabian government might choose to prosecute you, but the first amendment does prohibit the US government from prosecuting you for speech made overseas as well as on US soil.

An american journalist is living in Brazil and writes an article critical of the US government. The US government can not prosecute them simply because they wrote the article while out of the country.

That doesn't seem to be 100% settled law either. The US government has argued both sides in different court cases.