WordPress only permits tracked redirects to allowed hosts. Add the hostname without a scheme or path, and only add domains you control or trust.
Developer note:
Add custom PHP in a small custom plugin or child theme, and test it on a staging site before production. This example requires ongoing maintenance when extension APIs change.
functions.php
<?php
add_filter( 'allowed_redirect_hosts', 'my_store_allowed_redirect_hosts' );
/**
* Permit click-tracking redirects to a trusted host.
*
* @param string[] $hosts Allowed hosts.
* @return string[]
*/
function my_store_allowed_redirect_hosts( $hosts ) {
$hosts[] = 'example.org';
return array_unique( $hosts );
}