https://bugs.winehq.org/show_bug.cgi?id=41398
--- Comment #14 from Bruno Jesus 00cpxxx@gmail.com --- I think currently Wine does not have a test for the case where the relative parameter is a http:/// URL. Maybe the problem is really related to this.
Improving the tests at https://source.winehq.org/source/dlls/shlwapi/tests/url.c#0355 could help proving that.
I don't know if native shlwapi can be installed to test if it solves the issue.