Hello!
I'm sorry, I should have explained that was part of the problem. However, it turns out it was a Theme problem. I sorted it out by switching to the "Windows Light", then choosing a dark color scheme, and setting up my slideshow. The Lock Screen is normal and the cave image has returned.
Thanks for your help, Mate!
PS; I forgot to mention, thanks for the link to the 4k copy of that cave image. I've added it to my slide show. I read somewhere that it is Wharariki Beach, somewhere in New Zealand. It's actually a perfect image for the Lock Screen...