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This will take you to a hidden system folder named Assets where all overwritten settings of Windows features are available.
Copy-paste the following location address in the command space and click OK. Press Windows + R keys together on your keyboard. Now the background on the lock screen will be either a picture or a set of pictures, depending upon the option you selected. Click Lock screen, make sure Windows Spotlight is not selected and change the option to Picture or Slideshow under Background. This will open settings for features including Background, Colours, Lock Screen, etc.