"Does our own Constitution protect those that are not citizens or our own Nation?"
Yes.  Though not to the same extent.  For example, non-citizens have Miranda rights but they are not as extensive or protective, ie. Miranda "light."

"Does our own Constitution protect those of varying other Nations that wish to come here, before they are indeed citizens of this Nation, or does protection only fall upon those that actually reside, and are legally citizens of this Nation?"
Constitution protects those under US jurisdiction which means due process for applications for visas or habeus corpus and legal assistance for enemy combatants held in Gitmo.
"apply unto only the legal citizens within, and verified citizens abroad, or does it apply to every individual worldwide"
False dichotomy.  The issue is not an individual's status but the scope and the affect of US governmental actions, thus why SCOTUS doesn't limit US federal laws and the Constitution on borders or citizenship.