I found the answer to this. It's in the settings:
Admin > Settings > Uploads > Profile Covers > Default Cover Images
One of my users added a website to their profile, when I clicked on it - it didn't open in a new tab like I imagined instead I got this ERROR:
You seem to have stumbled upon a page that does not exist. Return to the home page.
What do you think happened?
It has a semicolon and not a colon, so the browser interpreted it as a relative path.