We'll create fresh WordPress site with WP Remote Thumbnail installed. You have 20 minutes to test the plugin after that site we'll be deleted.
WP Remote Thumbnail is very light weight WordPress plugin which comes with zero configuration and one click setup. Using this plugin you can easily set any external image as featured image of any post/page or even custom post types.
This plugin automatically adds a custom metabox to each post type which supports post thumbnail. You just need to copy and paste the url of any image and then paste it into the metabox and click publish/update.