Psychological entitlement (the belief that one should get preferential treatment) is positively related to an external locus of control (the belief that personal outcomes are due to chance or powerful others).
For example, Anderson et al. (2013), report that the Personal Entitlement Scale (Campbell et al., 2004) is correlated with r=.43 to more external answers on the Locus of Control Scale by Rotter (1954). Similarly, for entitlement beliefs in the academic realm, Kopp et al. report positive correlations of entitlement beliefs with the Locus of Control - Chance and Locus of Control - Powerful Others subscales of the Levenson (1973) scale.
The last part of the question (what are other correlates of entitlement?) is very broad. Campbell et al.'s (2004) scale is frequently cited in research on entitlement, this should be a good starting point into this research field.
Anderson, D., Halberstadt, J., & Aitken, R. (2013). Entitlement Attitudes Predict Students’ Poor Performance in Challenging Academic Conditions. International Journal of Higher Education, 2. doi:10.5430/ijhe.v2n2p151
Campbell, W. K., Bonacci, A. M., Shelton, J., Exline, J. J., & Bushman, B. J. (2004). Psychological Entitlement: Interpersonal Consequences and Validation of a Self-Report Measure. Journal of Personality Assessment, 83, 29–45. doi:10.1207/s15327752jpa8301_04
Kopp, J. P., Zinn, T. E., Finney, S. J., & Jurich, D. P. (2011). The Development and Evaluation of the Academic Entitlement Questionnaire. Measurement and Evaluation in Counseling and Development, 44, 105–129. doi:10.1177/0748175611400292
Levenson, H. (1973). Multidimensional locus of control in psychiatric patients. Journal of Consulting and Clinical Psychology, 41, 397–404
Rotter, J. B. (1954). Social learning and clinical psychology. New York, NY: Prentice Hall. doi:10.1037/10788-000