Hi Ed,
It works on my W10 desktop.

It could be a few things. Possibly the sync from the source picture to it's copy on your OneDrive could be bad. You might try deleting it on your OneDrive location, and then wait 1 hr. for it to un-sync from the One Drive. Then try to re-copy it to a different location or folder on your OneDrive. Wait another 1 hr., create a 2nd shortcut onto your desktop and right click on the shortcut and see if you get the Delete option, and can delete it. Hopefully, that works!
If not, your W10 might have some corruption.

It also might have been scrambled by a virus/malware.

Did you try using your AV to scan for viruses and remove all found? You should also download the free...