I'm trying to do [1] I get [2] even if wget on that link works, on that machine. It works with local .wav though.

Do I need to do something else in addition? Do you have some links that work for you?

[1] <action application="playback" data="http://bbcmedia.ic.llnwd.net/stream/bbcmedia_radio2_mf_p"/>
[2] 2016-06-14 12:11:58.430013 [ERR] mod_httapi.c:2793 File at url [http://bbcmedia.ic.llnwd.net/stream/bbcmedia_radio2_mf_p] is unreachable!