Have you tried this on a more recent Python?  works for me on 3.7.8 on macos.

Python 3.7.8 (v3.7.8:4b47a5b6ba, Jun 27 2020, 04:47:50) 
[Clang 6.0 (clang-600.0.57)] on darwin
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>>> from urllib.request import urlopen
>>> remote_image = urlopen('http://127.0.0.1:6379/\r\nset ce test\r\n/1.jpg')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/urllib/request.py", line 222, in urlopen
    return opener.open(url, data, timeout)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/urllib/request.py", line 525, in open
    response = self._open(req, data)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/urllib/request.py", line 543, in _open
    '_open', req)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/urllib/request.py", line 503, in _call_chain
    result = func(*args)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/urllib/request.py", line 1378, in http_open
    return self.do_open(http.client.HTTPConnection, req)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/urllib/request.py", line 1350, in do_open
    encode_chunked=req.has_header('Transfer-encoding'))
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/http/client.py", line 1262, in request
    self._send_request(method, url, body, headers, encode_chunked)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/http/client.py", line 1273, in _send_request
    self.putrequest(method, url, **skips)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/http/client.py", line 1116, in putrequest
    self._validate_path(url)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/http/client.py", line 1207, in _validate_path
    raise InvalidURL(f"URL can't contain control characters. {url!r} "
http.client.InvalidURL: URL can't contain control characters. '/\r\nset ce test\r\n/1.jpg' (found at least '\r')


If this is somehow Windows specific (that'd be surprising), I don't have windows and someone else will need to confirm.