URLs List: Your urls variable is a set, but you're treating it like a list. Sets are unordered collections, so iterating over them won't maintain the original order of the URLs. You should use a list instead.

URL Formatting: Ensure that all URLs are correctly formatted and accessible. Sometimes, the issue might be with the URLs themselves.

Error Handling: You're catching RequestException, which is good, but you're printing the error message and continuing. This might be causing the invalid formats or none of the pictures being downloaded. Consider handling specific exceptions or retrying the download.

Image Extension Handling: The way you're extracting the file extension might not be robust. For example, URLs might not have a file extension or might have query parameters after the extension.

Retry Mechanism: Implementing a retry mechanism could help in cases where the download fails due to temporary issues.