The reason your string isn't working is because you used double quotes " for the string instead of single quotes '. Since json format requires double quotes, you only should be using double quotes inside the string itself and then use the single quotes to denote the start/end of a string. (That way you don't need to keep using those \" unnecessarily.
Also, .format() can help with putting variables inside strings to make them easier.

This should fix your json string:

targetTemp = 17

payload = '{\n    "nodes": [{\n        "attributes": {\n            "targetHeatTemperature": {\n                "targetValue": {},\n            }\n        }\n    }]\n}'.format(targetTemp)

However, using the json module makes things a lot easier because it allows you to pass in a python dictionary which can be converted from/to a json string.

Example using the json package:

import json

targetTemp = 17

payload = {
    "nodes": [{
        "attributes": {
            "targetHeatTemperature": {
                "targetValue": targetTemp
            }
        }
    }]
}

payload_json = json.dumps(payload)  # Convert dict to json string

You can either use format or f-strings concept of Python. Below code snippet is an example of f-strings

var_name= "World"
payload = f"Hello {var_name}"

print(payload)
Hello World

For format:

var_name = "World"
payload = "Hello {var}".format(var=var_name)
print(payload)
Hello World

json.load loads from a file-like object. You either want to use json.loads:

json.loads(data)

Or just use json.load on the request, which is a file-like object:

json.load(request)

Also, if you use the requests library, you can just do:

import requests

json = requests.get(url).json()