Just for feedback to users which have MBR boot record and want to change to GPT.
With the gdisk tool this can be done. (Remember to make a backup of your data if you do not want too loose them accidentally)
I could install Fedora F39 on a external disk with MBR. However I already used a EFI partition with it. It looked strange to have the extended partition while I just could create four primary disks.
I watched a video which explained step by step how to proceed. And I was able to convert to GPT without loosing my data. This not means you should not make a backup! It is everyone’s own responsibility to do so. I just wanted to repeat that 
The following steps are neccesary (MBR to GPT):
Check with gparted which disk you need to change.
The disk Info gives you the information if it is GPT or msdos MBR.
Verifier if the disk you want to change has a ca. 2MB free space after the last partition.
It will need it to backup the MBR there. If not resize it with gparted.
sudo gdisk /dev/sdc #change the disk name as you see yours it in lsblk.
Type 'r' to start the conversion, then 'f ' to load MBR & build fresh GPT from It.
Type 'y ' to confirm the change.
With 'w' you write the change to the disk and with 'y' you finalize the change and exit from gdisk.
Remember this instruction are if you had a MBR disk with already installed EFI partition.
If you do not have this you probably will not be able to boot.
In this case please watch the video i linked above to see all the complete steps necessary.
Please not the space I had to left free after the last partition (to backup MBR) If you not do so you will get an error doing the steps above. You can also see that gdisk is removing the extended partition and let everything as it should be.
Unfortunately I forgot to make a screenshot before converting the disk. I had a light blue border around the second and third partition to indicate the extended partition.