res.download is for local files. it does not a redirection or something like that. if you want to proxy than you have to do something like that in your route:
app.get('some path', function(req,res,next){
if(err) return res.send(err.code)
if (dlRes.statusCode == 200 /* or all other possible ones*/)
res.attachment(/* you could extract the filename from the path of http.get */)
dlRes.pipe(res)
})
})
this code is untested and just there to give you a clue. it uses nodes Streaming API.