By sheer coincidence, a couple of the categories you've described map onto certain people in the Taiping and Self-Strengthening period in China (~1850-1894) perfectly. But we can get onto that in a moment. As a broad introduction, what reception and protections one got, would differ heavily based on why and how one came to be in that position. There's a few ways to look at this, but I'll go through it via individual case studies just to show you the range of possibilities.

1: An Irish Mercenary for the Taiping, 1856

Taiping recruitment of mercenary troops seems to have been somewhat ad hoc, and their ability to actually retain them is a little hard to ascertain, for the very simple reason that their 'mercenaries' actually weren't being paid. Yet it is clear that expertise in European military capabilities were much in demand. For this, there are a couple of major accounts, the most detailed being the personal memoir of Augustus Lindley, but I'll opt for a slightly less sensationalist source, the testimony of two European mercenaries, the main narrator usually suggested to be Irish, published over the course of three issues of the Overland Friend of China in Hong Kong in January 1857, having fought for the Taiping from April to early December 1856.

The mercenaries are very vague as to their background, but are unlikely to have been members of the Royal Navy. According to consular official Robert Forrest in 1861, out of 26 British mercenaries for the Taiping he had overseen the arrest of, only 5 were ex-naval personnel. Given that British military presence in the Lower Yangtze was far higher in the 1860s than the 1850s, it's especially probable that these men were in Shanghai as merchant seamen. As for their reasons for joining the Taiping, we cannot be absolutely certain, but they do often allude to the Small Sword Society which had occupied the city of Shanghai until February 1855, and their poor prospects since the rebels' defeat. In all likelihood, the two men had fought as mercenaries for the Small Swords, and with employers of mercenaries now in short supply in Shanghai, sought out new clients.

While in Taiping territory, the mercenaries usually found themselves fighting alongside Taiping troops, usually as officers, and were often entrusted with leading small groups of men, usually in flank attacks. Their expertise in the use of weaponry, on the other hand, might not have been as appreciated – the Taiping East King, Yang Xiuqing, felt the need to enquire as to whether they were able to use swords and pistols, and according to their account all but ran for cover when he asked them to demonstrate the latter. And, they weren't necessarily always actually used in battle – or indeed at all. For three months between around June and September, the men were left in Nanjing to wander about.

Nevertheless, their importance was recognised. While they received no regular pay, they were not begrudged small sums of silver if asked for, and moreover were permitted – in some cases actively rewarded with – alcohol, something for which most ordinary Taiping would have expected to be beheaded for indulging in. Later on, by the early 1860s, an experienced Western mercenary might even be given a more independent position as commander of a field contingent or garrison town, as was the case for one enigmatic American surnamed Peacock who seems to have been the garrison commander of Suzhou in 1861, senior enough to have the authority to inflict capital punishment.

As for diplomatic protections, being a British or Irish mercenary for the Taiping would mean violating British neutrality conventions, and lead to legal consequences if caught by one's home government, as shown by those aforementioned 26 mercenaries caught by Robert Forrest. However, at this stage the granting of extraterritorial rights to nationals of various foreign powers would mean that nominally, even being captured by Qing government troops would nonetheless result in one's being tried under the auspices of the consular official of one's home country, not a Qing magistrate.

Robert Forrest's 1861 report alleges that the entire Taiping mercenary contingent of 104 men was disbanded and sent to Shanghai for legal proceedings after he arrested its 26 British members, but even if this was carried out the Taiping continued to try soliciting Western support. Henry Andres Burgevine and seventy-odd officers of the Ever-Victorious Army (again, more on this later) briefly defected to the Taiping on 2 August 1863, only to sneak back over the first couple of weeks of October, with Burgevine himself being exiled from China by US consular authorities. Augustus Lindley was highly active on behalf of the Taiping Loyal King Li Xiucheng from early 1861 until the end of 1863. Neither had been a career officer, but gained experience in the field. However, in the end both fought for the losing side. But what about those who sold their service to the winners?

2: An American Mercenary for the Qing, 1860-62 – Frederick Townsend Ward

Frederick Townsend Ward wasn't a US Marine captain, but he almost might have been. Born into a merchant family in Salem, Massachusetts, Ward had originally wanted to enter West Point, but dropped out of a lesser military academy after only a few months of attending in 1849. He spent a couple more years in maritime trade until 1853, when he was part of William Walker's failed attempt to carve out a 'Sonora Republic' in Mexico to be admitted into the Union as a slave state. Ward did not join Walker to Nicaragua, however, and instead, after a brief stint with the French in the Crimea, returned to his old occupation, which is how he wound up in Shanghai again in 1860.

At this stage, the ongoing back-and-forth conflict between the Taiping and Qing on the Lower Yangtze had made the southern Chinese coast a hotbed of piracy, and Ward got a post as XO onboard an anti-pirate steamer, the Confucius. When the Taiping marched on Shanghai in the summer, Ward saw an opportunity to gather together a force of men with modern weapons, and with financial backing by the Shanghai bankers, form an independent unit to defend the city. The 'Shanghai Foreign-Arms Corps' of between 100 and 270 Europeans, Americans and Filipinos proved to be a rather mixed bag. While well-equipped, the force's indiscipline and small numbers meant that it only achieved a couple of limited successes. After a Pyrrhic victory at Songjiang in July, Ward was hit in the face by a bullet at Qingbu in early August and spent the next few months convalescing.

Nonetheless, a myth of the force's efficacy at Songjiang emerged, and after his recovery Ward refocussed. Instead of a small force of Westerners, Ward's new force, the Ever-Victorious Army, consisted mainly of Chinese troops, officered by Westerners, except for one unit that remained fully Filipino. His main financiers remained the Shanghai bankers, and by the time of the second Taiping attempt on Shanghai in 1862, he was being officially supported by the British, French and Qing governments, and in conjunction with regular units of the three governments, began achieving more consistent success.

As a reward, Ward received his first official military rank, being made a colonel in the Green Standard Army on 2 April. However, there were some issues facing both Chinese and Western parties with this arrangement, the central problem being that Ward (and Burgevine) had renounced their US citizenship in May the previous year in order to avoid arrest and extradition by consular authorities, and now held Chinese citizenship. Wad was thus now immune from arrest under Western authorities, but now nominally had to submit to certain Qing protocols. For example, he was officially expected to adopt Han Chinese clothing and shave his forehead in the Manchu fashion. However, he did not at any point do so – traditional Manchu and Chinese methods of control through cultural protocols were not going to apply to Ward.

Instead, the Qing had to impose constraints via the bureaucratic system. Ward nominally shared command of the Ever-Victorious Army with his main Chinese contact, Yang Fang; his force was superintended by the Shanghai magistrate, Wu Xu; and he operated under the auspices of the Jiangsu governor, Xue Huan. In 1862, Xue Huan was replaced by general Li Hongzhang, whose Huai Army further constrained Ward's freedom of action. Persuasion worked as well as coercion, however, and Ward was given frequent rewards through the conferral of titles and honours, plus a sizeable income. Still, coercion helped a little bit. When Ward tried to get redress for not receiving the bonuses for 'liberating' cities which he had been promised, he found that his official status in the Qing system made it impossible to appeal to anyone. Ward had a closer relationship with his financier Yang Fang, who became his father-in-law, and the two were joint investors in various commercial ventures.

These commercial links, unsurprisingly for a mercenary, were especially important. While Ward often found that he was in arrears from one revenue source or another, he nonetheless managed to keep not only enough money to stay afloat, but also to invest in his own personal ventures, such as buying property for himself in the Shanghai International Settlement and donating 10,000 taels of silver ($16,000) towards the Union during the American Civil War. As such, while Ward never got all the money he wanted, he still got enough to be relatively placated. Ward's untimely death in battle in September 1862 probably actually solved quite a major future headache for the Qing – the 110,000 taels he was still owed by the Qing for various acts of 'liberation' (down from an alleged 350,000 in August) represented 2% of annual customs revenues, and would only have gotten worse had Ward stuck around longer and demanded even more. Ward's successor presented fewer such problems.