It sounds like what you're trying to do is have X-Accel-Redirect with an absolute URL for an external domain/host, hence the need to remove internal as per http://nginx.org/r/internal to make the files accessible without authentication. It doesn't work like that.
Take a look at the examples provided at http://nginx.org/r/proxy_pass_request_headers, for example:
location /x-accel-redirect-here/ {
proxy_method GET;
proxy_pass_request_headers off;
proxy_pass_request_body off;
proxy_pass ...
}
It'd be totally reasonable for nginx to have a requirements of having to use relative URLs in X-Accel-Redirect; otherwise, how would nginx know how exactly to handle the request?
You probably would have to use relative URLs in X-Accel-Redirect, and, if you require escaping into another container, to have extra internal location directives to do an explicit proxy_pass, as appropriate.