We buy galvanized deck screws. They are around the same cost for a box. Drywall screws do snap off too easy. Deck screws are much stronger. The heads can strip out but they don't break. Use them sometimes to hold boxes too.

300-6 Protection against corrosian
Includes support hardware shall be suitable for the enviroment in which they are to be installed.

Drywall screws have a black coating but they do rust. They are not made for outside. Maybe rust thru outside?

To hold up the mast drywall screws are way too weak. Do like Dave said and use lag bolts. Or some other 5/16 or 3/8 fastener depending on surface. Make sure the lags and washers are galvinized. Not that I think they will rust thru. It's just beter to do it in a way that the inspector has nothing bad to say about it. Don't want to do it twice. Besides you don't want there to be rust stains on the house years later because you used the wrong washer.

And don't use drywall screws for fan boxes.

For panels you could also use a #10 anchor swrew (without the plastic anchor). They are tough screws.

An onerhead service should cost you a few bucks in hardware to do a good job.

Tom