For now, there is no way to make a Widget to work while the app is installed on the SD-Card. This is the normal behavior even when SD-Card is mounted.
You get the error problem loading widget
because Widgets are automatically disabled (and removed from the Widget list, so you can't add them) when you move the app to external storage, but they are kept in Home Screen, to be ready when you move it back to the phone and home application is resetted.
If you're going to support that the user move your app to external storage, maybe you can publish another app to only hold your widgets, and configure it so that it can only by installed in the phone. This solves the problem but the user has to download two apps instead of one.