There is no standard (out-of-the-box) function to check if the value entered in the field "External Document No." is unique.
https://learn.microsoft.com/en-us/dynamics365/business-central/across-enter-external-document-numbers
Customization is needed for this, which is pretty simple to create.
I would create a global procedure to be called onAferValidateEvent for field "External Document No." on any business document you need to check for duplicated value (i.e. Sales Header for Sales Quotes, Sales Orders, Sales Header Archive for Archived Sales Quotes and Orders, etc.). Procedure should check if any duplicated value exists in T36 - "Sales Header", same would then needed to be done for T5107 - "Sales Header Archive", etc.
Code sample below
[EventSubscriber(ObjectType::Table, Database::"Sales Header", 'OnAfterValidateEvent', 'External Document No.', false, false)]
procedure CheckForDuplicatedExternalDocumentNo(var Rec: Record "Sales Header"; var xRec: Record "Sales Header"; CurrFieldNo: Integer)
var
SalesHeaderRec: Record "Sales Header";
SalesHeaderArchiveRec: Record "Sales Header Archive";
SalesCrMemoArchiveRec: Record "Sales Cr.Memo Header";
WKText001: Label 'External Document No. %1 already exist on %2 %3';
WKText002: Label 'External Document No. %1 already exist on %2 %3';
DocumentType: Label 'Sales %1';
Archive: Label 'Archive';
SalesDocument: Text;
begin
SalesHeaderRec.Reset();
SalesHeaderRec.SetCurrentKey("External Document No.");
SalesHeaderRec.SetRange(SalesHeaderRec."External Document No.", Rec."External Document No.");
if SalesHeaderRec.Find('-') then begin
SalesDocument := StrSubstNo(DocumentType, SalesHeaderRec."Document Type");
Error(WKText001, Rec."External Document No.", SalesDocument, SalesHeaderRec."No.");
end;
SalesHeaderArchiveRec.Reset();
SalesHeaderArchiveRec.SetCurrentKey("External Document No.");
SalesHeaderArchiveRec.SetRange(SalesHeaderArchiveRec."External Document No.", Rec."External Document No.");
if SalesHeaderArchiveRec.Find('-') then begin
SalesDocument := StrSubstNo(DocumentType, SalesHeaderArchiveRec."Document Type");
SalesDocument := Format(SalesDocument ' ' Archive);
Error(WKText002, Rec."External Document No.", SalesDocument, SalesHeaderArchiveRec."No.");
end;
SalesCrMemoArchiveRec.Reset();
SalesCrMemoArchiveRec.SetCurrentKey("External Document No.");
SalesCrMemoArchiveRec.SetRange(SalesCrMemoArchiveRec."External Document No.", Rec."External Document No.");
if SalesCrMemoArchiveRec.FindFirst() then begin
SalesDocument := StrSubstNo(DocumentType, SalesHeaderArchiveRec."Document Type");
SalesDocument := Format(SalesDocument ' ' Archive);
Error(WKText002, Rec."External Document No.", SalesDocument, SalesCrMemoArchiveRec."No.");
end;
end;Test case1. insert new Sales Order
2. Position in field: "External Document No." and insert value 000 -> control checks if any Sales Order or Sales Quote or archived Sales Order or archived Sales Quote with same External Document No. already exists and returns an error with the number of the Sales document.

3. User has to insert unique value in the field: "External Document No." in order to successfully validate the field. User inserted value 0001 -> value is unique thus field is successfully validated.
Please accept the answer it it resolves your issue.
Thank you
BR Damjan