Unfortunately, the instrumenting server is not configurable to attempt to retrieve files from another HTTP server, it will only read files from the local disk, so it’s not possible to use it as a pass-through for instrumenting the JavaScript served by a Rails app at this time unless those are actually being served statically by nginx (in which case you can set up a reverse proxy to Intern for your JavaScript files).
If you could reconfigure Rails to pull JavaScript from the instrumenting server instead of the filesystem, that would work. You can also try pre-instrumenting your JavaScript code by running the files through Istanbul’s command-line tool:
istanbul instrument --variable __internCoverage --no-compact --output output-dir input-dir