For some reason it isn't possible to load SWF-files from an SWF even if both SWF come from the same domain. Explicitly allowing the domain with Security.allowDomain doesn't help.
Error message:
Error #2044: SecurityErrorEvent unverarbeitet. text=Error #2121: Verletzung der Sicherheits-Sandbox: https://localhost.herokon-online.com/client-main/externaltest.swf: https://localhost.herokon-online.com/client-main/externaltest.swf/[[DYNAMIC]]/1 kann nicht auf zugreifen. Dies lässt sich umgehen durch das Aufrufen von Security.allowDomain.
This looks like a similar problem as in this thread -> http://forums.adobe.com/thread/1037191?tstart=0