Hello,
Sorry for the delay.
This is not possible. The file storage setting has to be a path from your server, not an external URL linking to another server.
The reason behind that is that the plugin needs to check the ownership when an user tries to download a file. To let WP Customer Area check that, files need to be securely delivered via PHP, not via their direct HTTP URLs, which makes it impossible to use external storage cloud services or CDNs.
Regards.
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