You can't use telemetry radios. Back in 2016, the Pixhawk Support Package indicated:
Important Note: Recent testing has confirmed that external mode does not operate correctly with the telemetry radios. Data comes in very sporadiaclly and in long intervals. We are looking into this and will provide an update to address the issue, in the maen-time, please use USB for serial connection for external mode.
Since I still can't do this, I can only assume that they didn't fix it/implement it in the latest version.
Use an companion computer, such as a Raspberry Pi, as indicated in the PX4 documentation. Hook that up via USB, and then transmit wireless between the Raspberry Pi and whatever device you were originally trying to connect to.
This really is unfortunate, as the goal, for me, was to create my simulink model, upload it to the Pixhawk, and have it communicating with my laptop. Now, I need to write a custom serial receiver AND either WiFi/SSH/Serial sender on the Raspberry Pi as well.