It took me a great deal of fiddling to get this to work. The good news is once it is working, it seems to stay working.
Firstly, you need to divert the group (group divert, manual page 26), not the extensions themselves. The latter only diverts calls to that extension, not to the group.
The next thing that got me is that only external calls to that group get diverted to external extensions, not internal calls. So I thought it wasn't working for a good while before I discovered my testing was defective. Why this irritating problem exists, I don't know.