Symfony redirect to external URL

Answer to your question is in official Symfony book.

http://symfony.com/doc/current/book/controller.html#redirecting

public function indexAction()
{
    return $this->redirect('http://stackoverflow.com');
    // return $this->redirect('http://stackoverflow.com', 301); - for changing HTTP status code from 302 Found to 301 Moved Permanently
}

What is the "URL"? Do you have really defined route for this pattern? If not, then not found error is absolutelly correct. If you want to redirect to external site, always use absolute URL format.