Hi Francis,
first of all, thank you for your intervention.

Look:

## nginx rule:
rewrite ^/(.*)?$ /index.cfm?event=saveURL=$1$is_args$args last;

## this URL:
http://www.mywebsite.com/http://www.anotherwebsite.com/index.php?lvl=cmspage&pageid=14&id_article=52

## Return only:
http://www.anotherwebsite.com/index.php?lvl=cmspage