The IP address of the next-hop router is not changed when an IP prefix is sent to an internal BGP neighbor.
The IP next-hop of an external route is thus always the IP address of a router one hop beyond the edge of your autonomous system.
The IP subnets connecting your edge routers to their external neighbors thus have to be inserted into your internal routing protocol (for example, OSPF or IS-IS), otherwise some internal BGP router will decide that the BGP next-hop is not reachable and ignore the IP prefix. (It will appear in the BGP table but will not be used or propagated to other BGP peers.)