The error message you get when you edit the URL is informative only. We do a sanity check by pinging the URL synchronously when you modify it to help you ensure that you entered it correctly. Sometimes we are unable to ping a site at the time the URL is entered, and even though we display the warning message, we still keep your settings and start pinging the URL. We had at least one customer report that they always got the error when editing their URL even though the pinger itself once it got the updated settings never indicated there was any problem with the URL.
If you get a downtime alert with your URL but you believe the error is incorrect, a good starting point for troubleshooting is to curl your target using the following command, which mimics exactly what our Pinger does.
curl -H --head "Accept: text/html" -H "Cache-Control: no-cache, max-age=0" -H "User-Agent: NewRelicPinger/1.0" -H "X-Newrelic-Ignore: true" http://www.newrelic.com
Note that we start with a head request, and if your server doesn t support it fall back to a get request. To mimic the get request just use the curl command above but remove --head.