Hello dear, with this pronounciation, many koreans do mistake as well.
외, 왜, 웨 could be very confusing to foreign students. even btw 외, 왜 are often mixed and misused btw korean people as well.
when you pronounce '이중모음' in korean, try to pronounce slowly for practice and then when you get used to it, try very quickly. then you will get the principle for korean pronounciation.
so when you pronouce '외', your mouth shape is very small and start with o shape. but need to be careful with '왜', it's totally different sound from 외.
when you pronounce '왜' your mouth sahpe start with o shape same as 외 but closing with sound '애' your mouth should be wider open horizontally.
웨 is easy to distingush from above sounds. it starts with '우', so your mouth shape should start with '우' shape, and then closing with 에.
hope it will be helpful. have a great day, Olhado. :)