Yoast SEO does not have an option to add nofollow to all external links. If you’re unsure what is adding the nofollow tag, please disable all plugins and use one of the default (Twenty*) themes. If the problem goes away, enable plugins one by one to identify the source of your troubles.
If you can install plugins, the Health Check & Troubleshooting plugin offers a troubleshooting mode that will disable all plugins and change the theme for you, while you’re still logged in, without affecting normal visitors to your site. Once in the troubleshooting mode, please activate only Yoast SEO and attempt to reproduce the issue you described.
We are going ahead and marking this issue as resolved due to inactivity. If you require any further assistance please create a new issue.