I have an ajax script that sends some data to an external URL. The external URL is hosted on the same server, however the domain is different than the source of the ajax cal
I'm surprised any of them are working. Browsers generally don't allow ajax calls to a domain other than the one the current page came from.
The main exception to this rule is if you make an ajax call using jsonp (json with padding). You can do this with jQuery, here's how. Look under the dataType option.