Arsenal were the first to name an entire 18 man squad with no British or Irish players in it, but as far as I know, the first to have 11 on the pitch not from Britain or Ireland was another club, back when Arsenal still had the likes of Ashley Cole, Seaman, Keown and Parlour playing regularly (although I can't find any evidence supporting that just now, it's based on a memory of watching the game and hearing the commentator say it, which may be questionable)