The example workflow in Incrementing Your Own Loop Variable works. Just to be sure, I (locally) added an ‘HTTP Request’ node in the middle that calls this dummy “echo” endpoint URL: https://httpbin.org/anything?page={{ $('Increment Loop Var').first().json.page }} (expression, not fixed value), and that works as expected. I suspect you might still not be doing things the same way. Did you copy the example into a new workflow in your environment and test it? Maybe that would help you examine exactly what’s happening.
