It's OK to call people from other countries foreign friends, it's descriptive and accurate. All I will ask is, why not just call them friends? :))

The phrase is not very pleasant. If you have a fried from somewhere just say: A friend from America. A friend from England. etc There is really no need to group them all together into one expression.

Foreign or overseas friends is a good way of describing your friends from other countries. You can also be more specific and say, my British/ Australian/American/Canadian friends as well.