How do I use the ‘http_request_host_is_external’ filter

You can do this:

add_filter( 'http_request_host_is_external', '__return_true' );

However, note that this disables this security feature. If you know the host or url isn’t going to change and is always going to be that, you can be more secure by checking for that explicitly:

add_filter( 'http_request_host_is_external', 'allow_my_custom_host', 10, 3 );
function allow_my_custom_host( $allow, $host, $url ) {
  if ( $host == 'my-update-server' )
    $allow = true;
  return $allow;
}