XF 1.5 How to change the domain an attachment is served from?

how can I change the domain an attachment is served up from?
I'm not worried about getting it stored somewhere else, just how we reference it on the front end.
I want to use the default attachment storage process, but when a page is loaded on the front end I want to call the attachments from a specific subdomain alias, so that I can specifically enable a caching proxy only on that subdomain.
I thought that
might be the job, but it only seems to have changed avatars and not attachments.
thanks for the speedy reply :)
to clarify: are
the path that the data gets saved to and
the path or url that the data gets served up from?
I've set the $config['externalDataUrl'] to our subdomain alias and that works great for the avatars and image attachment thumbnails which are served up from cdn.mydomain.com/data/attachments/ but the full size attachment images in the posts are coming from www.mydomain.com/attachments (without the /data) and aren't using this externalDataUrl parameter.