Well, Samuel Beckett was Irish, spoke English, but wrote most of his work in French. But that’s the opposite of what the OP is asking for.
Martel’s native language is French, he wrote:
(My translation.)
Han Suyin is another Chinese author who has written in English, and French.
There are also non-fiction authors: Daisetz Suzuki’s writings on Zen Buddhism were hugely influencial and many of them were originally written in English.
However, he eventually almost completely stopped speaking French.
Here, you can see an interview he did for Radio Canada in 1967. He speaks in an unbelievably thick French Canadian accent and is frequently searching for words, or using English words.
How about some of the Latin American authors like Gabriel García Márquez or Isabel Allende?
Translated.
Not quite what the OP is looking for, but actress Mila Kunis (who plays Jackie on That 70s Show and Meg on Family Guy) is a native Ukrainian and didn’t learn English until her family moved to the United States when she was nine.
Pierre Boulle, of course, wrote the screenplay to Bridge Over the River Kwai. His native language was French, and he knew no English.
What about Nabakov?
Roald Dahl was born in Wales and spent his early childhood in his parents native Norway. However, his father wanted his children to get a British education, and after he died his mother carried out that wish instead of taking the easier route of returning to her native Norway.
She had just lost her daughter and her husband, had three children, two stepchildren and was seven months pregnant. She must have been quite a person.
The Haitian-American author Edwidge Danticat didn’t speak any English until she moved to New York at age 12.
I suppose an interesting wrinkle to the OP would be authors who wrote in English, but not in their native language. That would rule out people like Nabokov.
Jorges Luis Borges was bilingual, but growing up in Argentina and Spain Spanish would have been his first language. He wrote in Spanish and in English.
Dominican-American writers like Julia Alvarez and Junot Díaz were born in the DR and did not learn English until they moved to the US as children.
Just some background on Nabokov.
He was the son of a wealthy St. Petersburg family which employed both French and English governesses and tutors; he was effectively trilingual from a very young age. He says in his memoir that he could read English before he could read Russian. He attended Cambridge.
Nabokov wrote his first poems and novels in Russian and gave talks in Russian and French in the ex pat communities in Berlin and Paris. Very little of his writing was in French, although he was fluent and his Russian and English works are littered with it.
When he became an “American” (his preferred styling, not English) writer, he wrote a small lament for Russian, in which he thought he had perfected his art before having to start again:
Beyond the seas where I have lost a scepter,
I hear the neighing of my dappled nouns,
Soft participles coming down the steps,
Treading on leaves and trailing their rustling gowns;
Billy Wilder grew up in Austria and after setting himself up as a reporter and screenwriter in German, he came to the US and gained success as a screenwriter in English before becoming a writer-director.
I know what you mean, but to me he mostly sounds like a Franco-Ontarian. And in fact, I’d even say that while, in my experience, the accent of many Franco-Ontarians has a slight “English” sound – I can’t quite explain it, maybe it’s the way they pronounce some consonants like ‘h’, but they sound a little like anglophones speaking French – I didn’t hear this in Kerouac’s accent during this interview. He definitely sounds like a native French speaker. I didn’t find his accent “unbelievably” thick – it sounds rural, but that’s it – and I think he uses English words because they are the words he learned as a young man, not because he forgot the “proper” French words.
I visited the Maine State House in Augusta a few months ago. Our guide was a francophone, and in his case it was obvious that he’d lost some fluency in French. You could tell he was a native, and we could communicate in French without any problems, but he was clearly searching for words at times. In comparison, Kerouac sounds perfectly fluent to me. (Maybe I missed something, I only watched the first five minutes or so of the interview.)
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Kahlil Gibran - only learned English on emigrating to the States.
He sounds to me exactly like what he was: an isolated francophone. This is what he wrote about his language (I’m copying the original text in French):
While he has the fluency of someone who learned the language at a young age, he is incapable of code-switching for the interview, which is typical of emigrant children who only speak their native language at home, or in very informal settings.
Luc Sante, born in French-speaking Belgium.