Are Time Machine backups to an external disk attached to a Time Capsule supported?
Yes. You can use Time Machine with a drive connected to a Time Capsule.

This Apple support doc - Backup disks you can use with Time Machine (as of Sept 2015) - says:


  Time Machine can back up the data on your Mac to these backup disks:
  
  
  An external USB, Thunderbolt, or FireWire drive connected to your Mac
  An AirPort Time Capsule's built-in drive (any model) 
  An external USB drive connected to an AirPort Time Capsule (any model) or AirPort Extreme (802.11ac model only)
  Network volumes connected using Apple File Protocol (AFP)