I live in the US. Did you not grasp that by now? At some point I would think you would realize I live in the USA but that's expecting too much from you. But while in Spain I never heard it said. I doubt you hear it said much, either. You may just see it on the internet.
What retard told you that? Gringo most likely comes from "griego." Spaniards referred to foreigners they didn't understand as "Greek." It was picked up by colonials in Mexico. No one told me that. I read it. There are things called "books" that one reads for information.