What would you do?

he is rapidly reaching an age when this kind of behaviour will no longer be acceptable and will cause socialisation problems.

Have a chat about this with his mum.
Also explain Grandma's rules to your DGS.

Yes, we have told him many times that if he is indoors and needs a Pee he must use the Toilet and that he can only Pee elsewhere if there is no Toilet available, so we know that he understands the instuctions because he has always used the Toilet before.
I am now wondering if this could be just attention seeking, or stress because he knew it was "Daddy's Visit Day" and on the previous Visit Day Daddy had upset him by shouting at Mummy, and after I had dropped him off back at his Mum's house, after I left, Daddy had been shouting at Mummy again which had upset him all over again.

Yes, he is in School, and they have said he uses the Toilet without any problems when he is at School.
Up until Saturday when he did this he had always used the Toilet when he was here without any problems too, and after dropping him off back at his Mum's House, he apparently had a Pee on the outside wall of her House, even though she also has a downstairs Toilet that he could have used.

Are you sure he understood your instructions as you know autistic children take things literally. At five years old I told my autistic grandson to eat his lunch in the garden. I later found him sitting among the flowers as that to him was the garden. Even though he is now 14 he still delights to take things literally. The other day I asked him what he made the time to which he replied "you can't make time".I am sure there was some misunderstanding in your grandson's case.

I take it he is in school at 5?

I would use his behaviour at school as an opening to ask her how he is doing there, and say you want to reinforce the toilet training the school use.

Problems with the internet meant the first part of above post seems to have disappeared.

In the first part I suggested the solution was Grandma's rules in Grandma's house, that is standard grandmother behaviour. It will need attention and time but he will soon learn that at Grandma's alfresco weeing is not allowed. You will also help him to learn what i put in the above post

he does need to learn it, though because soon, as he grows, what is sweet behaviour in a toddler becomes very problematic when done by an older child and could lead to exclusion from school. perhaps that is an approach you could use with his mother - that he is rapidly reaching an age when this kind of behaviour will no longer be acceptable and will cause socialisation problems.

Your 1st sentence - he's 5 and Autistic.

Tell him off, remind him to use the toilet, then forget it. If he were doing that at the age of 15, it'd be more of a problem.

His parents need to get in the same page in parenting.

There is nothing you can do, sorry.