Hello Thomas,
Thank you for reaching out about the issue with your lock screen photo I understand how frustrating it can be when your preferred image doesn’t stay as the lock screen background. This usually happens when Windows Spotlight or a theme setting overrides your chosen image and changing your password wouldn’t typically cause this behavior. To resolve this you can go to Settings select Personalization select Lock screen select Picture, and choose your desired photo. Make sure Windows Spotlight is turned off and confirm that your account has the correct permissions to save personalization settings.
Could you check if these settings are applied and let me know if the photo stays after a restart?
I hope this answer is helpful if you have further questions feel free to reply back
Regards,
Marcelo