I think...the "http" option is looking for a link to the pic hosted elsewhere. Not sure that the EBN photo hosting is set up for private chats. If it were then members could use EBN to share, spread child porn or other undesirable or illegal content.
@helsonwheels -- you want to use the fifth icon from the right in the message tool bar... single icon and when you hover over it, the words will be "insert image (ctrl P)"