Some brands of externalism do indeed run counter to the Myth of the Given. Some forms of the given do indeed take the form of being about meaning. But even if the myth of the given and externalism are not logically incompatible (according to DeVries/Triplett in their commentary on Empiricism and the Philosophy of Mind), Sellars himself does not opt for externalism, nor internalism, but rather a middle way that adopts aspects of both externalism and internalism. It may be that he would have rejected any form of "pure" externalism and argued that there is givenness of some form involved, but we will never know.
Externalism - which kind?
Following Tim Button, I would like to call the brand of externalism you are aiming at semantic externalism:
According to semantic externalism, ‘“meanings” just ain’t in the head!’ [...] Putnam’s advocation of semantic externalism was always distinctly
un-metaphysical. Indeed, semantic externalism per se is ultimately neutral
with respect to the realism debate, in just the way that the Independence
and Correspondence Principles are. Consequently, external realists, internal
realists, and everyone in-between can accept semantic externalism. However, when pushed on just how external our semantic externalism should
be, we find that we are being asked where precisely to locate ourselves on
the spectrum between internal and external realism.
Source: Button, T. (2013). The Limits of Realism. Oxford University Press, p. 181.
This means that semantic externalism per se, even if it involves a natural tendency towards external realism, does not logically entail external realism as an ontological position.
Sellars' concept of meaning in Empiricism and the Philosophy of Mind (EPM) (and later texts)
Sellars treats semantic externalism under the name of "thermometer view" and "aboutness" in EPM Part VII: The Logic of 'Means' (§§30-31):
Sellars' discussion of the "thermometer view of meaningfulness will have repercussions for his theory of justification as well. On the thermometer view, having a particular meaning is essentially a matter of being correlated with a particular aspect of the environment - just as thermometer indications are about the temperature because they correlate with it under normal conditions. According to the thermometer view, whether there is any inner "understanding" or mental entity associated with an expression is quite irrelevant to the expression's meaning. The expression's meaning is determined solely by facts about what features of the environment its utterance is reliably correlated with.
Indeed, its meaning is what it is correlated with. For example, an occurance of the verbal expression "It is raining" is simply a sign that rain is present - much like the nonverbal behaviour of picking up an umbrella as one walks toward the door. To say a person understands the meaning of "It is raining" on this account is just to say that the person's utterances of these words can be closely correlated with the actual presence of rain in the person's environment, just as the height of a column of mercury in a thermometer can be closely correlated with the surrounding air temperature.
Source: DeVries, W. A., Sellars, W., & Triplett, T. (2000). Knowledge, Mind, and the Given: Reading Wilfrid Sellars's" Empiricism and the Philosophy of Mind," Including the Complete Text of Sellars's Essay. Hackett Publishing, pp.65-66.
This kind of correspondence theory of meaning is criticised by Sellars since it would indeed mean that facts that are external to language and logic, i.e. the Space of Reasons, would somehow be "given" to persons since otherwise, they could not validate truth at all.
There are many conclusive objections to the thermometer view of meaning. For one thing, it offers no way to account for the meanings of, for example, 'or', 'and', 'not', 'griffin', or 'transfinite cardinal number'. For another, since we occasionally misspeak or misidentify things, words are not constantly correlated with their extensions. But Sellars wants to insist that it commits a more fundamental error in misconstructing the logical grammar of means statements by treating them as relational. Sellars's rejection of the thermometer view is consistent with the fact that it is important to the meaning of 'red' that it is often used in response to red things. Nonetheless, according to Sellars, the object-word correlation cannot be constitutive of the word's meaning. (DeVries/Triplett 2000, p. 66)
This does not mean that there cannot be any semantic externalism that has to rely on the given, but Sellars does not endorse externalism, but a middle way, since all his argument is about that neither (epistemological/justificational nor semantical) internalism, nor externalism, are viable positions:
A thermometer treatment of meaning leaves the door open for an externalist approach to meaning, for there need be no internal or subjective appreciation of the natural facts underlying possession of a semantic property in order for that semantic property indeed to characterize some mental state or event, a point that Sellars himself sympathizes with. And this point, in turn, leaves the door open for an externalist account of justification, for one could then also say that noninferential cognitive states might get justification simply by being lawfully correlated with the facts they are about. But, as we will see in our discussion of Part VIII, despite Sellars's sympathies with aspects of the thermometer view, he does not adopt an externalist position - or rather, he adopts a position in which externalist and internalist elements are clearly both required.
This view of meaning, Sellars believes, makes a coherent version of psychological nominalism possible. It is a version incompatible with many basic tenets of classical empiricism, for according to Sellars's psychological nominalism, to understand the meaning of a word - to have a concept at all - one must command a large chunk of a language system. Thus, concepts cannot be acquired by abstraction from occurent examples, and one cannot know what redness is simply in virtue of having sensed something red. (Ibid)
This is what Tim Buttons under use of Putnam's arguments - without being able to make the link to Sellars's position - seems to have in mind after having rejected both externalism and internalism as logically incoherent positions:
In this book, I have done my best to obliterate faith in external realism.
But I have set up no new faith in its place. I have not painted a picture
which rivals that of reasoning from a God’s Eye point of view. I have found
no salvation in any particular philosophy of perception. I have offered no
comforting conceptual connection between truth and justification. I have
provided no metaphor that explains the relationship of minds, words, and
world. I have merely rejected external realism, on the grounds that it is
But I have also rejected internal realism. Although all nightmarish
Cartesian sceptical scenarios can be defeated with biv-style arguments [biv = brain-in-a-vat], some
less global Cartesian sceptical scenarios remain standing. And since there
is no sharp point at which we can say that a sceptic is invoking magic in
defence of her sceptical scenarios, I cannot say precisely where I sit between
external realism and internal realism. (Button 2013, 221)
Keep your externalisms straight
As other answers note, there are many kinds of externalism. Sellars discusses justificational and semantic externalism as incoherent, both of which are about language and how its truth/meaning relates to external objects. External realism, on the other hand, is a specifically ontological position, i.e. it is mind-independent entities that ultimately exist.
External realism, even if - as we have noted - not necessarily entailed in semantic externalism, makes some sense when coming together with it: If meaning is constituted through correspondence with objects independent from our mind, it is quite natural to assume that these objects are what we commonly call "world" and that the world actually exists - otherwise, the very concept of being meaningful seems to have a hollow feel to it.
This is a line of thought Sellars is sympathetic with: Even if Sellars rejects semantic externalisms of his time (we cannot judge later frameworks), he clearly is an external realist, more specifically a scientific realist:
[I]n the dimension of describing and explaining the world,
science is the measure of all things, of what is that it is, and of what
is not that it is not. (EPM, §42)