Can I Do This ?

I have two bedroom outlets at the end of a power leg.

The last outlet (on the right) is currently not GFCI protected, and I want to keep it that way since it has electronics plugged into it.

On the other side of the wall is the screened-in room - "outdoors" for all intents and purposes.

I thought of replacing the "upstream" outlet with a GFCI and continuing the "LINE" side to the second outlet. The "LOAD" side would then go through the wall to a new weatherproof outlet.

Is this the way to do it, or should I just install the GFCI outlet in the weatherproof housing outside?

Thanks!