Musannaf Ibn Abi Shayba 3:4043

'Abbad ibn al-'Awwam narrated to us, from Sa'id, from Abu Ma'shar, from Ibrahim, that he disliked—if one comes while the Imam is in the dawn prayer—that he should pray them [the two rak'ahs of Sunnah] inside the mosque. And he said: "He should pray them at the door of the mosque or in a corner of it."