Don't run an extension cord through a wall. Just don't.

It violates code and for good reason—extension cords aren’t rated for in-wall use and can overheat, short, or start a fire.

Code (NEC 400.8) says no to extension cords as permanent wiring. Running one through a wall to power an exterior light is a DIY move that won’t pass inspection and could burn your house down. If you want power outside, install a junction box, use proper NM-B (Romex) cable and a weatherproof fixture. It’s a few extra steps and maybe $30 in parts, but it’s the only safe way.

If you’re not comfortable cutting drywall and wiring a box, call an electrician. This is not where you save a hundred bucks.