Getting "Scheme missing" error with wget

You need to remove the double quotes surrounding the URL, for example by using the -r option to jq:

url=$(curl 'https://api.desktoppr.co/1/wallpapers?page='$(shuf -i 1-1000 -n 1) | jq -r ".response[].image.url" | sed $(shuf -i 1-20 -n 1)'!d')

Currently the command actually results in

wget "\"http://a.desktopprassets.com/wallpapers/...jpg\""