This URL works for me in Thunkable:
https://api.lyrics.ovh/v1/One Direction/Story Of My Life
It seems like Thunkable handles spaces in API URLs just fine.
You are missing a trailing slash in your URL. The first part of the “join” block should be:
https://api.lyrics.ovh/v1/One Direction/
not
https://api.lyrics.ovh/v1/One Direction