It looks like you’re using the G1000 NXi early access preview add-on? The NXi uses its own implementation of the flight plan that’s separate from the MSFS built-in one, which is what’s displayed on the external HUD. The MSFS default version tends to use more aggressively wide curves to get to waypoints, and sometimes has wildly inconsistent turnarounds and such.
Your plane will follow the flight plan on the NXi’s displays, not the one on the external HUD.
Personally I just disable the HUD for external view, makes for better screenshots. 