@TestUser, Thanks for posting in Q&A.
From your description, I know you want to configure custom wallpaper via Intune for Android device but failed.
To clarify this issue, please check the following.
1.Make sure the URL of wallpaper image can be opened in the browser.
2.Make sure the URL of wallpaper image is end with .jpg.
If the issue persists, you can try to configure Microsoft Launcher to set custom wallpaper image.
Non-official, just for reference.
https://learn.microsoft.com/en-us/mem/intune/apps/configure-microsoft-launcher
Hope above information can be helpful.
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