Hi, I'm David, an Independent Advisor, here to help you.
You can find the image that is currently on your desktop in the following path: %AppData%\Microsoft\Windows\Themes\CachedFiles
Copy the path above and paste it into the address bar in File Explorer.
The image is also on this path: %AppData%\Microsoft\Windows\Themes\
The file name is "TranscodedWallpaper"
The file "TranscodedWallpaper" does not have a file extension. Use "Open With" or "How do you want to open this file?" dialogue box and select any image viewer, such as, "Photos" app.
Note: The above locations have limitations. For example, if the wallpaper you’re looking for is no longer visible in the ‘Background’ tab in the Settings app, you can’t recover it. It will work for your last five wallpapers but nothing older.
Source:
https://www.addictivetips.com/windows-tips/how-...
I hope this helps. Feel free to ask back any questions.