This C# snippet demonstrates how you can potentially scrape images and then save them locally

ImageScrape.cs

  
          public static string Path = @"C:\Users\USERNAME\Pictures\Wallpapers\";
          
  public static string Download()
        {
            string randomImageLink = String.Empty;
            string url = "https://alpha.wallhaven.cc/search?q=nature&categories=111&purity=100&resolutions=1920x1080&sorting=random&order=desc";

            HttpWebRequest request = WebRequest.Create(url) as HttpWebRequest;
            request.CookieContainer = new CookieContainer();
            
            HttpWebResponse response = (HttpWebResponse)request.GetResponse();

            WebHeaderCollection header = response.Headers;
            string responseText = String.Empty;

            var encoding = ASCIIEncoding.ASCII;
            using (var reader = new System.IO.StreamReader(response.GetResponseStream(), encoding))
            {
                 responseText = reader.ReadToEnd();
            }

            HtmlAgilityPack.HtmlDocument doc = new HtmlAgilityPack.HtmlDocument();
            doc.LoadHtml(responseText);

            var children = doc.DocumentNode.SelectNodes("//img");

            foreach(var i in children)
            {
                if (i.Attributes.Count > 2)
                {
                    //So that we can format our image URL
                    if (!i.Attributes.Contains("data-src")) continue;
                    string []  arr = i.Attributes["data-src"].Value.Split(new string[] { "th-" },StringSplitOptions.RemoveEmptyEntries);

                    Console.WriteLine(arr[1]);
                    
                    randomImageLink = "https://alpha.wallhaven.cc/wallpapers/full/wallhaven-" + arr[1];
                    DownloadImage(randomImageLink);
                    Console.WriteLine(randomImageLink);
                }
            }            

            return randomImageLink;             
        }
 
 public static void DownloadImage(string url)
        {
            using (WebClient client = new WebClient())
            {
                string [] imagename = url.Split(new string[] { "https://alpha.wallhaven.cc/wallpapers/full/" },
                    StringSplitOptions.RemoveEmptyEntries);

                try
                {
                    client.DownloadFile(new Uri(url), Path + imagename[0]);
                }
                catch
                {
                    try
                    {
                        client.DownloadFile(new Uri(url.Replace(".jpg", ".png")), Path + imagename[0].Replace(".jpg", ".png"));
                    }
                    catch
                    {

                    }
                }
            }
        }