Applying to Tier 4 Visa abroad with Tier 2 Visa ?

I am currently on Tier 2 Visa and in employment in the UK. I applied to study a full-time course and got accepted, obtained my CAS letter. I know I can apply to switch in the UK, however due to long wait times I will 100% apply for a Tier 4 Visa abroad in my home country.

Ideally, I would like to apply for Tier 4 Visa with holding my job and Tier 2 visa (just in case) and immediately quit my current employment when I obtain my Tier 4. I am worried now that if I apply for a Tier 4 Visa abroad, since I haven't quit my job and will be giving my Tier 2 BRP, that would be an issue?

I know you can apply to switch in Uk without leaving the job at first, I also know for some visa categories (eg. Turkish Business Person) you can apply outside UK holding Tier 2 visa without risking it. But is that the same case with Tier 4?

Your tier 2 is irrelevant when applying outside the UK.

Note that your tier 2 will be cancelled if you are granted a tier 4 visa and you won't be able to work for your sponsor.