I'm trying to Upsert Tasks to their Accounts using an ExternalID field but the 2nd step (Step 2b) doesn't appear with a Task Upsert.
Does Task not support External IDs for Account-association?
Also, to add to the confusion, You can't actually create "Task Fields", but instead, we can Create "Activity Fields" which is used on Task Page Layouts.
So the actual External ID field is on the Activity object. But you can't select Activity in Dataloader, instead, you use Task or Events.