There are three people I can think of off the top of my head (not including me – I also used to play music in public occasionally).
I do not know where two of them went to university. I met them through work probably five or ten years after they graduated from university. One started a software company, sold it, and bought a jazz bar. I happened to be sitting in the jazz bar having a glass of wine when his group came in and played. Afterward he came over and chatted and gave us each a copy of his most recent CD. Another I had worked with for probably ten years. One day I was at an open mic to play myself, and he showed up, went up on stage, and played really well. I remember that he played something by Turlough O’Carolan that I really liked, and that I then spent a couple of months learning (it was not easy). The third studied software engineering at the University of Michigan (in-state I think) and then worked as a software engineer but toured with his music group occasionally. I do not think that Michigan gives full aid to international students, so I do not think that this helps you.
I am pretty sure that all of these people just picked a university to study either math, computer science, or engineering. None of them studied theater or music in university (other than maybe one or two classes as electives). However, studying math or computer science or engineering does not stop a person from having a side interest or two.
You will be limited in choosing a university based on your financial constraints. Therefore your choices will be very different from what someone who is already living in the US would choose. Many students in the US choose in-state public universities because these are relatively affordable for us. However you will not be in-state anywhere in the US.