Try
AFAIK, the bulb has a 'bimetal' strip which carries the current. When this warms up, it bends, opening the circuit, causing the whole string to go out. When it cools, it comes back into contact again, voila, the string lights up...
That's why it worked indoors, but when you put it outside, they couldn't warm up enough to open the circuit...
If you put two in series, AFAIK, it won't work at all... when one is warming up, the other will be cooling down... (or something like that)