Fixed the load_from_checkpoint path detected as URL bug

[Molaire]

What does this PR do?

This PR fixes #2243 by both checking if string is a local file and parsing string to see if it's an URL.

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[yukw777]

Nice! Could you also add some tests?

[Molaire]

@yukw777 I'll try my hand at it

[codecov]

Codecov Report

Merging #2244 into master will increase coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #2244   +/-   ##
======================================
  Coverage      88%     88%           
======================================
  Files          70      70           
  Lines        5435    5436    +1     
======================================
+ Hits         4775    4776    +1     
  Misses        660     660