Use wp_remote_get to add image to media library

I don’t have a code example to test atm but to download images via an URL, in your case after $image = wp_remote_get( $fr_news_thumbnail_url ); you can use the function:

media_sideload_image($file, $post_id, $desc);

http://codex.wordpress.org/Function_Reference/media_sideload_image

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