Change relative urls (file attachments) to absolute URLs in Classic Pages

I have a classic page with a file attached to it. The URL is relative as in "/documents/doc.pdf". I try to change the link to "mytenant.com/documents/doc.pdf" but it will automatically turn in to a relative url anyway. See picture:

How to turn it to absolute url? Via settings, powershell etc?

Reason I need to change it is that I convert the classic to modern, and transfer them to an external library/site via Powershell and thus the conversion will fail due to the relative path of the attached documents.