We encountered a similar issue that seemed specifically linked to writing multiple sheets to the same Excel output file.
Locally we would map the share drive to x: and do the same on the server. Setting all of the outputs to their respective paths and sheets, e.g. 'x:\...\file.xlsx|||Sheet1', and having the appropriate block until done commands in place, it worked fine locally. When we tried to upload to the Gallery, even though we deselected the x: files to ensure they did not go up with the workflow, it still set them to _externals_. Opening the workflow from the Gallery and changing them back, had no effect ... when saved it would simply put them back to _externals_ again. Having the outputs pointing to different files, still on x:, worked fine, no changes.
What we found was changing the '\' to '/' in the path resolved the issue, i.e. 'x:\...\file.xlsx|||Sheet1' to 'x:/.../file.xlsx|||Sheet1'. I suspect changing to '\\' would also work, but haven't tested it. This is likely a bug in how the Gallery deals with multiple file paths and perhaps parses '\' correctly for unique paths, but not for multiple instances of the same file. Perhaps this leads to an invalid file name error somewhere internally that gets caught and manifests in the default _externals_ location being used instead?
Anyway, that's what worked for us. Give it a try 🙂