Hi
I have a theme that I created that has all of the interesting cars that I and my wife have owned.
Yes my wife actually had interesting cars even before we were married.
I had been using a standard theme that I downloaded for Windows 10 (Milky Way theme).
To test to see if I have the problem that your are describing I navigated to my Car Themes folder, Personalize, Desktop Background, Browse, My Themes, Car Theme, OK.
The pictures did not show up in the window.
I clicked save changes and nothing happened, my desktop stayed the same.
But when I closed all the windows and then opened the Personalize, Desktop Backgrounds window again, the car theme was listed as available and when I selected it, it opened showing my theme.
I clicked on the save changes button and my theme is now on my desktop.
Here are a couple of the 20 desktops in my theme...
So while it didn't work exactly as it did in the past is did take all of the photos in the folder and save them as a theme.
Mike