Its hard to fix user problems, there are ways to fix most other parts of windows but if the user system goes odd, I am not sure how to fix them. Probably a solution using the registry but if I can solve something without sending you in there, I will.
If you reset to factory settings, they are all new users now.. so its likely setting up a new local user may not fix it. It probably recreate the error. But it takes 5 minutes to just create a local user, don't need to make it admin, just need to see if it lets it change the background in lock screen - its an easier fix than some of the others.
try this - it may not help but its worth a try:
right click start button
choose powershell (admin)
type
SFC /scannow and press enter
once its completed, copy/paste this command into same window:
Repair-WindowsImage -Online -RestoreHealth and press enter
SFC fixes system files, second command cleans image files, re run SFC if it failed to fix all files and restart PC
What version of win 10 are you on?
right click start
choose run...
type
winver
Current version is 1709, build 16299.248
If you on 1709, I would suggest a
repair install, see if that fixes it.
If you not on 1709, I would see if upgrading to it fixes the problem. Go to
here, choose 1st link and download upgrade assistant. Run it and it will upgrade win 10