So, the problem is in number of Animation Frames? If I have like 802 possible images, i should make 802 animation frames? If it possible to add new frames during the game?
You can't add animation frames at runtime if I recall correctly.
You'd only need 802 frames if there are going to be 802 instances of the sprite on screen at the same time. You would have to think about how many sprites can appear and maybe a different way of storing the URL either in an array or dictionary. That way you can use the same sprites all the time but reload a new image from url into that same frame as and when needed.
A lot depends as well on the type of game you are making.
It's not going to be super easy to achieve what you want but with a bit of planning should be achievable.
If you don't mind the use of 3rd party plugins Rojohound's paster plugin might be a better option. But again depends on what type of game you are making.