Create sidre file (or test) for testing with external & non-external data.

[bmhan12]

The convert_sidre_protocol.py file has the option to read/process external data from a file, but there is not currently a file in data with external data for procesing.

Alternatively, can create a python test script that creates a sidre file with external/non-external data, and call convert_sidre_protocol.py on the generated file.

Originally posted by @kennyweiss in #1854 (comment)