Press Win + R and type AppData, Enter.
Go to Local → Packages → Microsoft.
Select everything (Ctrl + A) and Delete.
Now, right-click and select Personalize.
Go to Lockscreen, switch background to Picture then change it back to Windows Spotlight.
this is done to refresh the Windows Spotlight.
One more task.
press Win + R again and type msconfig, Enter.
check Hide all Microsoft services.
Click Disable all → Apply → OK.
! When it's done, you will see the Lockscreen Wallpaper changing.