We study the metallicity dependence of the H/H$_2$ and C$^+$/C/CO distributions in a self-regulated interstellar medium (ISM) across a broad range of metallicities ($0.1 < Z/Z_odot < 3$). To this end, we conduct high-resolution (particle mass of $1 {rm M_odot}$) hydrodynamical simulations coupled with a time-dependent H$_2$ chemistry network. The results are then post-processed with an accurate chemistry network to model the associated C$^+$/C/CO abundances, based on the time-dependent non-steady-state (``non-equilibrium) H$_2$ abundances. We find that the time-averaged star formation rate and the ISM structure are insensitive to metallicity. The column densities relevant for molecular shielding appear correlated with the volume densities in gravitationally unstable gas. As metallicity decreases, H$_2$ progressively deviates from steady state (``equilibrium) and shows shallow abundance profiles until they sharply truncate at the photodissociation fronts. In contrast, the CO profile is sharp and controlled by photodissociation as CO quickly reaches steady state. We construct effective one-dimensional cloud models that successfully capture the time-averaged chemical distributions in simulations. At low metallicities, the steady-state model significantly overestimates the abundance of H$_2$ in the diffuse medium. The overestimated H$_2$, however, has little impact on CO. Consequently, the mass fraction of CO-dark H$_2$ gas is significantly lower than what a fully steady-state model predicts. The mass ratios of H$_2$/C$^+$ and H$_2$/C both show a weaker dependence on $Z^{prime}$ than H$_2$/CO, which potentially indicates that C$^+$ and C could be alternative tracers for H$_2$ at low $Z^{prime}$ in terms of mass budget. Our chemistry code for post-processing is publicly available.