Actually, I had the same problem trying to add this little guy to my signature today:
No matter what I did, after saving the image url would be stripped from the signature. In the end, I opened the image url separately, copy/pasted the url direct from the address bar & tried it again, and it took (though I had issues w/formatting, so I ended up taking it out anyway). Not sure if it was cookie related or whatever. *shrug*
Just saying, it happened even though the image was uploaded in the wiki. (maybe notepad rendered something funny in the original copy/paste? that's the only thing I can think of)
Never mind, I figured out why it wasn't working. The code lists the image's url w/o the https (only http) and due to the coding you have in place for signatures, they have to have the https (which explains why it worked after I cut & pasted it from the address bar). All this to say, yes, the images need to be uploaded to the wiki, and make sure the url linking to them includes the "s" in https.