How can I load external scripts async (and preferably also defer). I know I can add attributes to local scripts like this:
<action method="addJs"><script>js/script.js</script><params>async defer</params></action>
But how do I load external scripts? The method above does not work for external scripts.
You can't natively you must use a third party Module, you can try this
http://inchoo.net/magento/how-to-add-external-javascript-css-file-to-magento/
You can do it from layout XML, but it is basically the same as placing it directly into your block. Here's an example:
<block type="core/text" name="block_name">
<action method="setText">
<text>
<![CDATA[<script type="text/javascript" src="//www.googleadservices.com/pagead/conversion_async.js" async="async"></script>]]>
</text>
</action>
</block>
<reference name="head"> wrapper as @Devtype did, it should load (asyncronously) at the same time as the others in your <head> tag, but depending on where you place it in the xml, it may be added before or after others.
You can achieve this by below code (which isn't different from your code tbf). Tested and it works:
<reference name="head">
<action method="addJs"><script>https://api.xyz.com/xyz.js</script><params>async defer</params></action>
</reference>
https://yourshop.com/js/https://api.xyz.com/xyz.js and result in 404.