Literary theory probably does not have a term for this. The main example that comes to mind is the Irish author Samuel Beckett (1906–1989), who wrote several of his works in French. In spite of Beckett being well-known for this, I have been unable to find discussions of this author's works that use a specific literary term to refer to Beckett as an author who wrote the first version of their works in a foreign language.
The works that Beckett wrote in French include En attendant Godot (which Beckett translated as Waiting for Godot), Fin de partie (translated as Endgame), Molloy (same title in the translation by Beckett and Bowles), Malone meurt (translated as Malone Dies by Beckett) and the novel L'Innommable (translated as The Unnamable by Beckett).
Below are a few examples from works about Beckett that discuss the author's translations of his own works without using the literary term the question is looking for. The closest term is translingual writer (see the last source, below).
From Samuel Beckett as World Literature edited by Juan Luis Toribio Vazquez and Thirthankar Chakraborty (Bloomsbury, 2020, page 30):
Molloy, Malone meurt/Malone Dies and L'Innombrable/The Unnamable were written in French between 1947 and 1950, just after the Second World War and Beckett's return to Paris from Roussillon by way of Saint-Lô, in what he described to his biographer, James Knowlson, as the 'siege in the room' or the 'frenzy of writing'. He then translated the novels into English — Molloy with the help of Patrick Bowles, on and off between 1950 and 1958. This decade marked a transitional period in Beckett's literary career, during which he switched to an adopted language, only to reconnect with his mother tongue later on by way of self-translation as well as original composition.
From The Affects, Cognition, and Politics of Samuel Beckett's Postwar Drama and Fiction by Cristina Ionica (Springer, 2020, page 28):
Although I acknowledge Beckett's bilingualism and self-translation as defining features of his work, for practical reasons—to maintain a thematic focus while keeping my close readings at a reasonable length—my analysis is based almost exclusively on the English versions of Beckett's texts.
From "Variations on a Theme by the First-Person: Samuel Beckett's Pursuit of the First-Person Narration" by Yasuka Tomaru in Samuel Beckett and Europe: History, Culture, Tradition edited by Michela Bariselli et al (Cambridge Scholars Publishing, 2018, pages 120-121):
Beckett's decision to write in French was undeniable key in the development of his poetics. A number of reasons have been offered for what prompted such a change. (...)
The present essay will offer an additional perspective focusing on textual analysis and close reading in an attempto to further elucidate how Beckett's move to the French language affected his literary creativity. This paper does so by paying specific attention to the narrative style of Beckett's writing in English and in French.
From The New Cambridge Companion to Samuel Beckett edited by Dirk Van Hulle (Cambridge Univesity Press, 2015; from different non-contiguous pages):
Another pattern that emerges is that self-translation only became more or less systematic from the 1950s onwards; and that from the late 1960s onwards, his plays tended to be originally composed in English whereas there is a slight tendency towards prose texts in French first and subsequently translating them into English (although this is by no means a general rule).
Unsatisifed with Mercier et Camier, Beckett withheld publication until 1970 (...). Along the the publication of the French, he translated this work into English, a prospect that did not leave him entirely sanguine. Beckett reworked, abbreviated, and excised numerous passages in this translation.
From The Routledge Handbook of Literary Translingualism edited by Natasha Lvovich and Steven G. Kellman (Taylor and Francis, 2021):
The legacy of Samuel Beckett (1906–1989) looms large of the 20th century, and not just in the realm of literary bilingualism. The famed Irish Nobel prize winner exploded literary conventions across his radically innovative plays and novels. That he persisted in doing so by committing himself to writing and translating nearly all his works between English and French has been a source of many scholarly studies. Scholars and biographers have offered many reasons for Beckett's turn to French—his dissatisfaction with the quality of the English translations; the chance to differentiate himself from James Joyce; the possibility, quoting Beckett, that in French he could write “sans style”, without style. (...) Beckett wrote many of his novels first in French, and many of his plays first in English, carefully translating the work into the other language, often with massive excisions, additions, and alterations between the two. Beckett was exacting in his lexical and stylistic choices, which may explain why he found the task of self-translation so excruciating.
The book's preface describes authors who wrote in a foreign language (e.g. Samuel Beckett, Joseph Conrad, Vladimir Nabokov, Enheduanna, André Aciman, Ariel Dorfman, Tahar Ben Jelloun, Milan Kundera, Yoko Tawada and others) as "translinguals". According to Wikipedia, Steven G. Kellman was one of the first scholars to use this term. This term has not entered the dictionaries of literary terms that I have consulted (The Concise Oxford Dictionary of Literary Terms by Chris Baldick, 2001; The Routledge Dictionary of Literary Terms edited by Peter Childs and Roger Fowler, 2006).
Update: Another term that is relevant is "exophonic writer". Of all the sources cited above, only The Routledge Handbook of Literary Translingualism uses it. Wikipedia has a list of exophonic writers, i.e. "those who write in a language not generally regarded as their first or mother tongue". Just like "translingual writer", this term has nothing to do with the language of the first version of a work as opposed to the language of later versions.
