MLGR can be used only on actual GR transaction like MIGO / MB01 as it is a message that informs the recipient that goods are received not goods are in the pipeline to be received. Inbound delivery itself can be used for the latter hence there is no need for a message for it.
With regard to sending to external mail-id, you can do it by replacing the SAP id in the user's default set-up (SU01D) to the external mail id. This will work if your e-mail program is picking the e-mail id of the recipent from the default values.
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