This is what I did in your situation. This may not be the best or correct way, but it worked for me.
I placed a gas valve (yellow handle) between the coach regulator and the coach supply line. I place a "T" along the coach supply line that T's off to either your BBQ or external tank.
I placed a second gas valve (red handle) just prior to where you would connect your external gas hose.
Normal RV use, with nothing external connect: Yellow valve is open to supply propane to the coach. Red valve is kept closed.
If I want to use the BBQ, with the yellow valve open, I just open the red valve to supply gas to the BBQ. No regulator needed since the pressure is regulated by the coach regulator. (this is my theory, I never hook up a BBQ grill)
When I want to use an external tank, I shut the yellow valve (to prevent gas flowing into the coach propane tank) and open the red valve to supply propane to the coach. You have to use a low pressure regulator on your propane tank. This will work, I used this set up for 3 months last winter.
I want to emphasize,
you need to use a low pressure regulator on your external tank.