As fare as I remember this is not possible with standard eZ Publish persistent object. Kristof made a patch while ago which allow connect to extrnal DB with eZ P persistent object.
See http://issues.ez.no/IssueView.php?Id=10667
Patch was made against 3.9 series, thus you will need to clean up it a bit in order to make with work with 4.x
How come hasn't Kristof's patch made it to the regular code? I guess using some independent connection and abstraction layer would be much safer in this case...
