Hey! I'm also interning in the DAT practice but this is my second internship (I was in an entirely different LoS). Like the person stated before me, interns aren't expected to know everything, the first week for training is mainly to dip your toes in or to refresh people's knowledge. You'll learn a lot more on the job and a lot of my former seniors and associates have told me that training is a little bit confusing but you'll understand more as you keep working. It's normal to feel lost, the associates will guide you through what needs to be done before you do anything.

That being said, if you'd still like to switch to external audit, it doesn't hurt to ask. The worst they can do is tell you no. In my own experience, I've asked my recruiter last year if I could make a transfer and they told me it'd be difficult to make a change in the middle of the internship. However, they also let me know they could accommodate me for another internship or before the full time offer is given. You might have to interview again when you ask, but when I did it it was more for formality & to brief you on what the other LoS is like.

Talk to your PML/recruiter! YMMV depending on your office & other factors :)