how to send external id field every time on any change using CDC from salesforce to external system.

You may need to look into Pub/Sub API, That is different than COMET D based client. As per documentation, If you subscribe via Pub/Sub API, You will also receive unchanged fields. So in your case, it will work as you want to receive unchanged external id field as well. You can read more here - https://developer.salesforce.com/docs/atlas.en-us.change_data_capture.meta/change_data_capture/cdc_event_fields_body.htm