They react badly to your presence, especially when you have a leash on them. They have nowhere to escape and they are tethered to you (again, with no place to run). If you build them a small outdoor enclosure, you can apply all of the gaining trust rules that you started out with. Setting inside (or if there isn't enough room, outside) of the enclosure, waiting for them to approach you, etc. They'll become comfortable with you outside, as well.
I'm not saying you can't leash train your Monitor/Tegu, I'm just saying I wouldn't. It's unnecessary stress for both parties. They aren't dogs, there is no reason to take them on walks, it does not benefit them in anyway being on a leash. While sunlight is beneficial, there are other options to provide that sunlight to them.