Externally hosted Javascript is unable to access Visualforce page

It seems, you need to add few of the domains in the whitelisted settings.

As per this Allow the Required Domains :

If you control your users’ or servers’ access to the Internet through allowlists, add these domains to ensure that you receive all Salesforce content.

• *.bluetail.salesforce.com
• *.content.force.com
• *.documentforce.com
• *.force.com
• *.forcesslreports.com
• *.forceusercontent.com
• *.lightning.com
• *.salesforce.com
• *.salesforceliveagent.com (used with Chat, Omni-Channel, and SOS)
• *.salesforce-communities.com (necessary if you’e using Communities or Site.com) trailblazer.me
• *.visualforce.com