@bombz - You will need to do a new config to remove the old drives and add the new one. Don't delete the data from the 2 500G drives, and you'll have a backup just in case you have any issues with the external.
I do recommend a preclear to test out any new drive, but technically you would not need to preclear it. When you did a new config, parity is rebuilt.
What you could do is this. It's what I would do. You don't need the external.
Preclear the new 4T drive and second parity disk (if you have). (Recommended but not mandatory)
Shutdown server. Remove one of your 2 500G drives from the server, and add your 4T drive.
Boot server. Do a new config but keep configuration. Add the 4T add as a data drive and omit the 2 500G drives from the array configuration. (I'd also omit parity, but that's up to you. Without parity you'll be able to copy faster).
Change filesystem to xfs on the new 4T drive before starting array.
Start the array. (Let parity build if you added parity.) Format the 4T drive.
Use unassigned devices and mount the 500G drive. Copy all the data from the 500G drive to the 4T.
After the copy, shutdown the server. Swap the 500G with the other one.
Boot the server, start a array, use UD to mount the other 500G, and copy other 500G drive to the 4T.
Shutdown the server again. Remove the second 500G. I think you said you wanted to add second parity drive. This would be the time. Otherwise just leave slot empty.
Boot the server. Before starting the array, add your parity disk to the config (if didn't do before), and your second parity if you are adding it now. Start the array and parity(ies) will build if you added.