wordpress featured image from external url without download
I just find this plugin that seems to do what you need : https://wordpress.org/plugins/external-featured-image
I just found out that you can insert images from remote urls without having to first download them and then re-upload them. This works by default in Wordpress without any requirement to install any plugins.
Here's how:
Wherever you see UPLOAD FILES, click that - your file browser will appear where you'd expect you must choose a local file, BUT if you just paste the IMAGE URL into this box and hit OPEN or [ENTER] then Wordpress imports the image from the remote URL.
Click SELECT FILES to upload images from a remote URL
Paste the remote image URL into the place where you'd normally have the file name