Some municipalities strictly forbid any metal gas pipes to be buried underground. Also, most municipalities demand that any and all gas pipe be buried between 12" and 24" below grade. Sure, it's your backyard and could do anything you want, until something bad happens. The problem is that if something bad was to happen, you might find out an insurance company will deny any and all claims against incorrect workmanship. Added to this is the fact that if and when you sell your home, and inspector will order this pipe to be corrected before you could sell it.
OK, the above is my disclaimer. You have a few choices. My preference would be to dig the original yellow pipe down to it's horizontal depth, and have a licensed plumber with the correct equipment add the needed 4-5 feet of yellow pipe. They use hot blades, and basically weld additional plastic pipe to extend the length desired. It is also not too costly. I paid my licensed contractor an additional $75 to branch off my yellow pipe so I could add a BBQ in a pre-designated location.
If you choose just to run the black pipe, I would wrap the hell out of it, but leave off the roofing tar. The reason for this is because some chemicals cause metal pipes to break down quicker, and since roofing tar is not designed for the purpose you are using it for, nobody will know for sure if you are causing more harm than good. There is also an epoxy available, but I'm certain you would have to ask a professional where it is available, and probably not a "big box" stocked product.
Just understand that I am not a licensed professional plumber. I am an old handyman who cares about what he does, and is not afraid to call in a professional when necessary. They spent months and years learning their profession, and could do dances around some of my knowledge.
Good luck with this project, and I apologize for my long winded reply, but it just seems necessary at times!
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