From the previous description I am not able to precisely understand what is the call flow you wish to implement.
Do you want to request the VOD files that are located on a different HTTP server (CDN) in case the requested files are not stored locally on your Wowza server instance?
In this case, you can use the Media Cache functionality available with Wowza to retrieve content from a remote location, cache it locally, and deliver it through your VOD http origin application.
For implementing this scenario, you will need to use the “MediaCacheLocalFirstRandomAccessReader” module that will look for the requested content locally, and if it is not available it will try to fetch it using the Media Cache feature.
I hope it helps.