How do I add an outdoor GFCI outlet to an existing indoor 2 wire outlet with no ground?
If you were replacing an existing two-wire receptacle you could do that with a GFCI without an equipment ground.
However since you are adding a new receptacle, I believe that is covered by this article of the National Electrical Code:

250.130(C) Nongrounding Receptacle Replacement or Branch Circuit Extensions. The equipment grounding conductor of a grounding-type receptacle or a branch-circuit extension shall be permitted to be connected to any of the following:
(1) Any accessible point on the grounding electrode system as described in 250.50
(2) Any accessible point on the grounding electrode conductor
(3) The equipment grounding terminal bar within the enclosure where the branch circuit for the receptacle or branch circuit originates
(4) For grounded systems, the grounded service conductor within the service equipment enclosure
(5) For ungrounded systems, the grounding terminal bar within the service equipment enclosure

So, basically you have to run an Equipment Ground back the main panel unless you can attach to the grounding electrode or grounding electrode conductor along the way.
Good luck and stay safe!