It's a file on my own server. I can access it via web browser with no problem using http or https. Also it displays ok on the body of the post, but no thumbnail. Kind of weird.
Ok, I tried it with postimage.org and it worked. I am now assuming that they are looking for those higher priced SSL certificates which I do not really need at the moment.
High priced SSL is a thing of the past :)
https://letsencrypt.org/
I found this great post that solved two problems for me. Turns out that Let's Encrypt is already part of my Synology Diskstation NAS, it explains how to set it up:
https://stefandingemanse.nl/how-to-use-lets-encrypt-ssl-certificate-on-synology-dsm/
So my problem is solved, my images are now working! Thanks again for tip @pharesim .
Thanks! Will definitely give it a try.