I was active duty up until September of 2020. Does that mean I select the active military box? I was also deployed in Afghanistan so do I mark worked outside the US?

Yes......select active duty.  And if this is in the My Info section, there will also be a follow-up question about whether you entered....or left the military service during 2020...so that becomes more accurate to your situation.

No...being deployed to Afghanistan is net treated as "working" outside of US.  That  statement is mostly for civilians.   (might apply to Military based in say, Germany, where they worked an outside civilian job when off-duty...but only applies to the nonmilitary job)