I'm not sure, I understand your need, but what about redirection URL?
Page -> Properties -> Navigation -> Redirect to URL
This will allow you to keep the URL of existing files in the CMS Tree unchanged, meanwhile redirect users to a new file server.
This works for existing files.
For all new files you wish to save to the new server, you might need to change/customize document library web part. Personally, I'd better stop using Document Library at all and implement new Page Type that will meet my needs + implement appropriate custom events handler, so Kentico would save physical document wherever you need and save just a link to it in database.