I can not reproduce the issue.

• Do you use proper SSL certificates?
• Whats exactly is the error?

cpo@vyos:~$ add system image https://www.xxx.yy/vyos-1.2.0-rolling%2B201904250337-amd64.iso
Trying to fetch ISO file from https://www.xxx.yy/vyos-1.2.0-rolling%2B201904250337-amd64.iso
  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed
100  418M  100  418M    0     0  9581k      0  0:00:44  0:00:44 --:--:-- 9641k
ISO download succeeded.
Checking for digital signature file...
  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed
  0     0    0     0    0     0      0      0 --:--:-- --:--:-- --:--:--     0curl: (22) The requested URL returned error: 404 Not Found
Unable to fetch digital signature file.
Do you want to continue without signature check? (yes/no) [yes]

Tested on VyOS 1.2.0-rolling+201904230829

wget https://...
or if you check with ldd you'll see that it is only compiled against libc and that's it.

BusyBox v1.22.1 (Debian 1:1.22.0-9+deb8u4) multi-call binary.

Usage: wget [-c|--continue] [-s|--spider] [-q|--quiet] [-O|--output-document FILE]
[--header 'header: value'] [-Y|--proxy on/off] [-P DIR]
[-U|--user-agent AGENT] URL...

Retrieve files via HTTP or FTP

-s Spider mode - only check file existence
-c Continue retrieval of aborted transfer
-q Quiet
-P DIR Save to DIR (default .)
-O FILE Save to FILE ('-' for stdout)
-U STR Use STR for User-Agent header
-Y Use proxy ('on' or 'off')

root@vyos:/home/vyos# ldd /usr/bin/wget
linux-vdso.so.1 (0x00007ffe4332e000)
libc.so.6 => /lib/x86_64-linux-gnu/libc.so.6 (0x00007fcf69487000)
/lib64/ld-linux-x86-64.so.2 (0x00007fcf69832000)

wget https://downloads.vyos.net results in 'not an ftp or http url'

Ah, now I see - yes this is correct, there is no "real" wget installed instead the BusyBox version is used. BusyBox is a multi-call binary (a lot of tiny helper programs shipped in one binary, program snipped is determined using argv[0] that's why every BusyBox binary is a symlink to /bin/busybox

For what you need wget?
We have a working SSL-aware cURL binary installed.

If we wan't to have a real wget it needs to be added to the packages list - but I see no benefit as we have cURL