"We"

Yes. It's "alright" to use those terms in a screenplay.

However, they are unnecessary. It is understood that "we" will
see what is written and that "we" will hear what you have written.

For example:

EXT. THE OPEN ROAD - DAY.
Followed by a cloud of dust and smoke a 1956 Thunderbird speeds
across the desert blacktop.

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Is there a reader on earth who doesn't understand that "we" will
see this car on the road?

EXT. THE OPEN ROAD - DAY.
Ws see a 1956 Thunderbird speeds across the desert blacktop followed
by a cloud of dust and smoke.

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Or how about using "we" to set up the camera angles and editing?

EXT. GAS STATION - DAY
The Thunderbird comes to an abrupt stop. The door opens.

Legs emerge. The car door slams.

Katherine takes off her sunglasses, puts them in a small black
purse and pulls out a gun.

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Many writers will use "we see" several times in a scene like this - and
even a "we hear". Does using them make the scene more clear? Or
read better? Is there anything about this scene that you, the reader,
doesn't understand?

Agreed, unnecessary. Many writers still use them, though, even in modern professional scripts that I've read recently. I used them in my first script, but I don't use them anymore. It's all implied by the fact that a screenplay is what you see and what you hear.

Honestly, I think the use of them detracts from the read.