Today I tried a handful of workarounds to try and get Windows Spotlight to change the lock screen images on one of our PCs. There are several solutions posted around the internet and this is the one that worked for me.
First open the Settings app, and then go to Personalization and then Lock Screen.
Change the Background from Windows Spotlight to either Picture or Slideshow:
Close the Settings app and open File Explorer. Browse to the following location (where yourusername is the username of the account you are logged in with):
C:\Users\yourusername\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\Settings
You should see the files roaming.lock and settings.dat. Change their file extensions to .bak to change them to backup files.
Reboot your computer.
Open the Settings app again and under Lock Screen change the background option back to Windows Spotlight.
At this point I could see in the preview that the Windows Spotlight picture had changed and I didn’t have to do anything else.
Michael Lane's Technology Blog 