wget https://some.url/with/a/file.txt
Returns No such file or directory despite file.txt being present at the location (can be downloaded via browser).
Also the directory to save to is writeable by the user running the command.
There are a lot of related threads but nothing helped.
Finally found out there is an illegal character in front of the url!
That was so hard to find I post it here in case anyone stumbles upon the same.