@Walter_C I think you need to use databricks_workspace_binding resource for that multi-workspace binding.  I was able to achieve it in Terraform. The resource docs seem to agree with result that I have. My Databricks runs on Google Cloud.

My Terraform configuration: GitHub Gist

@VicS I think the reason your external location gets assigned to the "current" workspace - by which I mean the workspace you referenced in your Databricks Terraform provider configuration (host parameter) - is because you've specified 

isolation_mode = "ISOLATION_MODE_ISOLATED"

By default, Databricks assigns the securable to all workspaces attached to the current metastore but when you set this parameter then you get the behaviour that you see in your case. At least that's what databricks_external_location  docs say.