Wget not working

Short answer: In your script, use the full path to wget. Keyboard Maestro macros don't run in the same environment as scripts run from the Terminal, and the PATH environment variable doesn't include the directory where wget is. Using the full path will get around that problem.

Long answer: Set the Keyboard Maestro variable ENV_PATH to match the PATH you use in Terminal, and you'll never have to worry about this again. See this post for ideas on how to do that.