Running non-metallic cable to an outdoor fixture
Running the NM cable at all outdoors would have me concerned about capillary action wicking moisture upcable and back inside, leading to premature failure of the NM.  I'd use a short length of /2 UF from an accessible box on the inside through the wall and then directly into a J-box on the outside for the GFCI.  You can then run UF through the nipple that connects the weatherproof J-box to the fixture in question.

Don't forget the "while in use" cover on the GFCI-box, and to make sure that there's a 1/8" drain hole in the bottom of that box.  (Elbowing up a conduit directly to the fixture from the inside isn't the greatest idea because then you have raceway arranged to drain...to the inside of your house. Oops!)