This could be a good starting point for research: A 2015 study from the European Parliament - "The US legal system on data protection in the field of law enforcement. Safeguards, rights and remedies for EU citizens"[1]
Specifically it says:
> With regard to EU citizens, the [US] Supreme Court has held that foreign citizens resident abroad are not covered by the Fourth Amendment.
It appears to be based on this Supreme Court case[2]: United States v. Verdugo-Urquidez