Not as far as we know. One of the first known contacts between “Western”* culture and the Subcontinent was in 326 bc during Alexandra’s India campaign. This was not long after the death of the Buddha so Buddhism was present in the area at the time though the reports are that the contact was between Alexandra and the Gandharans. Gandhāra was a centre of Buddhist learning but I am not sure to what extent Alexandra and his cohort would have interacted with Buddhists at this juncture. The view seems to be that Alexandra only remained in this area briefly to establish a colony before moving on.

• NB - it is a bit untrue to refer to the Greek-Macedonians as “Western” though it is usually accepted that their Ancient Greek forebears started what we now call the western tradition.

We do have reliable texts that show interactions between Greek satrapies established by Alexandra in Bactria (which is in the area of modern day Afghanistan / Pakistan) and the Buddhists who were prominent in this area. The Milinda Panha (Questions of Milinda) was a Buddhist Pali text written in 100 CE or thereabouts but certainly existed orally for some period of time prior. It describes arguments between a Bactrian King (a Greek) called Milinda and the Buddhist representative named Nagasena. There is some interesting discussions here that pit Greek against Buddhist and shows there was some cultural exchange at this time. After this period when Bactria collapsed, contact with Greeks and Macedonia was sporadic to non existent.

Contact with the West would only resume in a significant way during the latter part of the 1st millennium when Christian settlers would arrive in India (this helped spurred on a Hindu revivalist movement in India - Sankara is one of the most famous representatives of this movement). But by this time Buddhism was in terminal decline and had virtually been exiled from India anyway. Buddhism was therefore virtually a non entity and irrelevant.

So to answer your question in brief - as far as I know, there was no Buddhists operating in the West in ancient times but there were Westerners in the subcontinent and there is definitely evidence of an exchange between Buddhists and Macedonians / Greeks at this time.

Just as a footnote, if you look at the Buddhist art of the region in what is now Afghanistan/Pakistan, you will see very clearly the influence of Greece in the statues of Buddha. This region was the hub of the "silk road", where east and west met and mingled. I wouldn't be surprised if some intrepid Buddhist explorers headed far afield from here, but we may never hear about it.