How can I include a file related to blog URL? Nothing seems to work

The URL is the public web address. It is not related to the local file system. So what you need it a reference to the file system, not to the URL.

// path in relation to document root
include $_SERVER['DOCUMENT_ROOT'] . '/extras/file.php';

Or

// path in relation to current position
include dirname( __FILE__ ) . '/extras/file.php';