I mean, by far the easiest solution here is going to be to merge your schemas together or load them separately or something.
If you really insist on fetching them dynamically, it's at least supposed to work, according to the code...
The json primitive value "file:///C:/schemas/header.scm" will be passed to Java's URL class as an initial constructor value, and then JsonSchemaFactory calls openStream() on that URL to attempt to find the file and parse it. The contents are read in as UTF-8 encoded text.
The com.inductiveautomation.ignition.common.jsonschema.JsonSchemaFactory logger may have more useful information for you.