Thank you for the bug report.
I am not exactly sure what the problem is,
If it is an absolute URL pointing to an external web server, the request will be redirected to that server via 3xx redirect response, if the external server is down, the request will fail.
If it is a URL that will be handled by external application (CGI/fast CGI/Proxy), then the external application will be invoked, if it failed, status code 503 will be returned probably.
If it is a URL pointing to a non-existing resource on the same server (that will result in 404 code), the built-in 404 error page will be returned.
Please let me know the exact scenario in your case and your expectation.
Thanks,
George