Yes. Unless you have hundreds of thousands of dollars that you can invest in the company that has not even been created, you would not be able to get a visa and your company would not be able to exist.

Unless you are a startup with large investors, that route is closed.

Yes. Can't just emigrate. No substance in the US meaning your llc would be liable for tax as if it were an llc in the country where you reside. You'd basicly double the liabilities and administration for no good reason.