Create a Sales Order Record via the API using a Contact external ID

I am trying to create or upsert a Sales Order via the API using an external ID for a lookup. https://www.zoho.com/crm/developer/docs/api/v6/records-api-ext-id-overview.html

I use an external ID for the Contact Lookup:
"Contact_Name":{"FastSpring_Account_ID":"l6NPd8ygTm-qR5Vrfgru8rg"}, but the API returns an error required field (id) not found,

{
  "response": {
    "status": 400,
    "body": {
      "data": [
        {
          "code": "MANDATORY_NOT_FOUND",
          "details": {
            "api_name": "id",
            "json_path": "$.data[0].Contact_Name.id"
          },
          "message": "required field not found",
          "status": "error"
        }
      ]
    }
  },
  "request": {}
}

Why? The FastSpring_Account_ID is properly set as an external ID at contact level.

I've tried to Pass the following headers, but with no success so far:

X-EXTERNAL: Sales_Orders.Contact_Name.Contact.FastSpring_Account_ID
X-EXTERNAL: Sales_Orders.Contact_Name.FastSpring_Account_ID
X-EXTERNAL: Contact.Contact_Name.FastSpring_Account_ID
X-EXTERNAL: Contact.FastSpring_Account_ID

I want to use the external ID to avoid an extra API call returning the actual ID of the contact.

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