Set Feature image in wordpress without upload

I have Images stored on s3 and calling from s3 in img tag. I can set feature image by inseting it to wp upload folder as in this thread

https://wordpress.stackexchange.com/questions/40301/how-do-i-set-a-featured-image-thumbnail-by-image-url-when-using-wp-insert-post

Now the problem is, how to set feature image without uploading it to wp folder. It should call the image from s3 and set it as feature.

Thanks a lot in advance.