Advice on wiring garage coach lights
What you want is a "jumbo pigtail"

Take a length of 14/2 W/G UF cable, run it from the inside box through the wall to the outside box (through knockouts using cable clamps, not out the lid of the inside box), and wire it white-to-white, black-to-black, bare-to-bare in the inside box (with the breaker off of course).  Then you can wire the coach light fixture to the "jumbo pigtail" in the outside mounting box.