Use Pythonista to download an image from Instagram. Usage via the share extension or run it straight from your home screen (in this case it will get the url from the iOS clipboard). Save this file in the 'This Phone' path in Pythonista, then download this shortcut: https://www.icloud.com/shortcuts/d45759eb469b445b943049bf8488e995

instagram_download.py

#!python2

# this script is for Pythonista 2 and 3
# author: Francesco Pira (fpira.com)

import sys
import requests
from bs4 import BeautifulSoup
import re
import clipboard
import Image
import photos
from urllib import urlopen
from io import BytesIO
import console

# if no arg is passed (aka you're not running it from Share Extension,
# get the url from iOS clipboard)
source_url = sys.argv[1] if len(sys.argv) > 1 else clipboard.get()

if not source_url:
  console.alert('Sorry, no URL given!','','OK',hide_cancel_button=True)
  exit()

try:
  r = requests.get(source_url)
  html_doc=''
  for line in r:
      html_doc = html_doc + line

  soup = BeautifulSoup(html_doc, 'html.parser')
  for meta in soup.find_all(re.compile("^meta")):
      tags = meta.attrs
      if 'property' in tags:
          if tags['property'] == 'og:image':
              img_url = tags['content']

  img = Image.open(BytesIO(urlopen(img_url).read()))
  photos.save_image(img)
  console.alert('Image saved in Photos','','OK',hide_cancel_button=True)
except:
  console.alert('Oops! Something went wrong... Please check your clipboard!','','OK',hide_cancel_button=True)

You can see it in action in this video.