The force, according to the problem, is [itex]mg cos(\theta)[/itex]. Are you saying you do not believe that?
I don't know what you mean by "dr--> pi R". First, in this problem you are dealing with [tex]d\vec{r}[/tex], not "dr". (Since we are moving on a circle, r is constant and dr= 0!) On a circle of radius r, [itex]x= r cos(\theta)[/itex] and [itex]y= r sin(\theta)[/itex] so that [itex]\vec{r}= r cos(\theta)\vec{i}+ r sin(\theta)\vec{j}[/itex] and [itex]d\vec{r}= -r sin(\theta)\vec{i}+ r cos(\theta)\vec{j} d\theta[/itex]
No, the "work" is NOT the "external force". Work is not force. And since there is only one force here, I don't know what you mean by "external" force.