[External code] means that there is no debugging information available for that dll.

What you can do is in Call Stack window click right mouse button. Then select Show External Code this will expand [External Code] and will show you modules that are being called.

once you get it expanded you will see dll’s that are being called you can get locations on disk by clicking on Symbol Load Information...

This will open dialog that shows locations on disk

If you want to debug these external files you need to get .pdb files for dll’s and place in same folder as .dll

this should allow you to Load symbols (menu in screenshot 2 above Symbol Load Information) and start debugging.

More on getting .pdb files here.

And here’s an actual example of EF .pdb being generated

Hope this saves you some time.