(..)
The question: Is there a way to indicate that multiple pins are connected externally from the PCB so Layout doesn't show them as being disconnected?
Yes there is (at least there was.. and I doubt it changed)
Last time I checked (used) OrCAD stuff the "normal" simpler
way to do such stuff was via "NET LABELS"
Once the nets were globally labeled pretty much they are the same
whatever sheet you place that label available
As I recall OrCAD is the best EDIF compatible format out there
pretty much that EDIF compatibility is tight close to naming schemas
Paul