dannable:
Well you said it didn't work at all when it was set to 'Ext', and if that is the case you need to investigate that. There should be some sign of life. What voltage range is recommended for the external supply?
In my GSM shield description there is no information about voltage range. I bought it on Aliexpress.com, so description is very poor. On the other side of the shield, there is written 5V. On internet I found the same GSM shield and it says that range is 5V +- 0.2V.