This is expected. Everything like this is done with the netlify.app domain, not the custom domain.
Absolute: https://example.com/some/path/to/somewhere.html
Relative: /some/path/to/somewhere.html
You can find more in this post from @perry Linking between two sites on the same team - #4 by perry
Here is the scheduled function I was using to auto rebuild a site. Instead of using the build hook, it used the API directly.