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It's not possible to have mixed authentication models ie AD and local, but one possibility you may be able to look into, is creating your externals in an different AD that has a 2-way trust with your internal AD, as discussed here :
It's something we've thought about in discussion relating to opening up our corporate Tableau server to externals, but haven't actually tried in practice.
I'm also not sure how easy it is to change from local authentication to AD authentication - I think at the very least it would be a reinstall of the server software, but not sure what would then happen to the 'owners' of existing content.
Thanks Donna, that certainly helps!