Anywhere you dice it, even external to external has to go: EXT1 ---> PC control ---> EXT2.
In the olden days of SCSI (very old) they suppose to have the capability of going EXT1 ---> EXT2 directly, SCSI was an intelligent interface but by the time it got to the consumer, the full potential of these was never realized and SCSI became the BETAMAX of HD interfaces, for the home consumer at least.
So to your answer EXT1 ---> EXT2 will be faster than EXT1 ---> PC HD then PC HD ---> EXT2, UNLESS you are making MULTIPLE COPIES. Then once EXT1 to PC HD, then PC HD to EXT2, EXT3, EXT4 would be faster, assuming you have a decent PC HD and SATA3 or better.