New exterior line when fixing existing 20 amp
That's kind of a Code mess.  The biggest problem is that your receptacle size must match your breaker size, with an exception that allows 15A or 20A receptacles on 20A circuits (due to a design exception in UL standards which require 15A receptacles to be rated internally for 20A). 

So you have a 30A TT30(?) RV socket on a 20A breaker. Can't do that.  

What you can do is whistles dixie get an adapter cable from TT30 receptacle to NEMA 5-20 plug, and fit a 5-20 receptacle (5-20 is the usual receptacle, with an extra little sideslot on the neutral.)

Now it's possible your electrician ran two separate cables, a #10 for the TT30 and a #12 or 14 for the GFCI.  In that case nevermind. 

Also if you have a NEMA L14-30 connector (twist lock) instead of a TT30, everything in this answer is out the window. 

Feeding GFCI protection downline

Every GFCI+receptacle combo device has a pair of terminals called LOAD, that you normally do not use (or rather, should not use unless you intend to do the following).  If you connect hot+neutral to that LOAD pair, and continue it to another outlet point, that outlet is also protected by the GFCI.  (grounds you just continue through, GFCIs don't use ground for anything.) 

So you can continue off the LOAD terminals of that GFCI+receptacle device, on to the shed.  That meets the GFCI requirement. 

If you place the NEMA 5-20 outdoor receptacle downline of the GFCI, that will also inherit GFCI protection to the RV.  They also make 5-20 GFCIs so you can kill 2 birds with 1 stone.  

I'm a big, big fan of putting GFCI devices not outdoors. I would site the GFCI+receptacle combo somewhere in the dry, then feed the outdoor receptacles, RV, shed, etc. off its LOAD terminals.

You cannot feed a 30A receptacle from a 15/20A GFCI.  Adapter cables are not part of the house or RV, so are not subject to NEC rules. 

Rigid only goes 6" deep but is expensive

"Rigid steel conduit" is magic conduit that only needs 6" of cover, whether it's GFCI or not. It involves a little bit of threaded pipe fitting, so you may need a trip or two to the building supply to have threads cut unless you have a friend with a Ridgid (no relation).  Rigid is pretty expensive so it's best if it's not far.  Cable in conduit isn't illegal, just really hard to pull. Better to use THWN-2 wires in conduit. Menards won't sell you by the foot, some others will and your friendly neighborhood electrical supply will certainly be happy to, and if you diagram out what you're doing, they'll give you correct advice.