Why can’t my script make a connection to my own website?

If your script attempts to make an HTTP connection to a URL on the same server, it will fail.  This is called a loopback connection, and we block those connections because they can be exploited by attackers.

Using a local include instead of a loopback connection would be ideal, but if this is not possible, you would need to upgrade to a server package instead of a shared hosting package.  You would then have full control over firewall configuration and could choose to allow HTTP loopback connections.