Unblessed ashes are still a sign of penitence. But they are not a sacramental.
Only clergy who are part of an unbroken apostolic succession from Jesus Christ, through the laying on of hands, have the power to bless and create sacramentals.
So if you get an Episcopal priest with the right “lineage,” you might get blessed ashes. Maybe. Eastern Orthodox priest? No problem. Other Christian non-liturgical, non-lineage groups? Probably just charcoal, although very sincere charcoal. And their idea of what they are doing might be very different, or even dead wrong in an offensive way.
That does not mean that ordinary Christians do not have the power to bless, say, their own kids, or that non-Catholics would not sometimes receive blessings by special favor from God. But sacramentals are only connected with apostolic abilities.
Trinitarian Baptism is a Sacrament that can be performed not only by Christians, but by anyone who wishes to baptize as the Church baptizes, and who uses water and words correctly. The Sacrament leans on the powers of the Church as a whole, given to her by Christ, which is why pagans and atheists can do it. Priestly powers and bishop powers are totally different, which is why a Catholic layperson cannot bind and loose.