We exploit the gauge equivalence between the Hirota equation and the extended continuous Heisenberg equation to investigate how nonlocality properties of one system are inherited by the other. We provide closed generic expressions for nonlocal multi-soliton solutions for both systems. By demonstrating that a specific auto-gauge transformation for the extended continuous Heisenberg equation becomes equivalent to a Darboux transformation, we use the latter to construct the nonlocal multi-soliton solutions from which the corresponding nonlocal solutions to the Hirota equation can be computed directly. We discuss properties and solutions of a nonlocal version of the nonlocal extended Landau-Lifschitz equation obtained from the nonlocal extended continuous Heisenberg equation or directly from the nonlocal solutions of the Hirota equation.