I think you are over-complicating things. You can add a link to anywhere you want via one of the the "Custom code" menu items.
The following will add a link to Google:
[code:11fwc03a]<li><a href="http://google.com/">Google</a></li>[/code:11fwc03a]
If for some reason you need to do a redirect via a WordPress Page, then you would be much better off doing it with a 301 redirect. Within WordPress there is a wp_redirect() function (I might have the name wrong, but it’s something like that) which you can use to do the redirects for you. But it doesn’t sound like that’s what you are trying to achieve anyway.