I have the opposite problem. My 2 1/2 yr old does great at home, but won't
go outside the house. She'll talk about it, get her "circle", sit on it
and...nothing. The good news is that she has an iron bladder, and can easily
make it several hours without distress, but even past that point, she'll sit
on the thing and do nothing, then gets very upset when she just can't hold
it anymore. We do use pull-ups away from the house, just in case, and 90% of
the time they stay dry, and it upsets her to no end to have an accident in
the pullups, so I don't think it's a case of not feeling a need because of
the difference between pull-ups and panties.

When you're away from home, if you are ever in a location where the sink
is in the same room as the toilet, have you every tried the turning the
tap on trick? I've used it a couple of times with my son when needing to
get a urine sample, he was clearly trying to go and I knew he hadn't
been for a couple of hours or more so that he should be able to go, so I
gave him a little water to drink, and left the tap running and wham bam
we had our sample. No idea why this works, but it's worked for me too on
the rare ocassion I've somehow not been able to let go.

Cheers

Anne