If I request this:
http://mysite.com/\/\http://evilzone.org
Response:
HTTP/1.1 301 Moved Permanently
Location: https://mysite.com/\/\http://evilzone.org
Is it a vulnerability?
If I request this:
http://mysite.com/\/\http://evilzone.org
Response:
HTTP/1.1 301 Moved Permanently
Location: https://mysite.com/\/\http://evilzone.org
Is it a vulnerability?
No. It means you have a global redirect from http to https before you check if it's a valid URL.
That would not be considered a vulnerability normally.