What's the source of those daily changing locked screen wallpapers on Windows 10?

The lock screen wallpapers can be found in the following directory:

C:\Users\YourUsername\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState\Assets

When you navigate to that directory you will see a lot of files that don't look like picture files, as seen in the following screenshot:

Right-click on any of the bigger files in that folder and select Open with and then select Windows Photo Viewer and you'll see that it is one of the Windows lock screen wallpapers.

Alternatively you can use SpotBright to download the images used for the lockscreen to a custom location. This has the added advantage that they are downloaded as image files with an extension.

You can also specify if you only want the landscape or also the portrait versions. This will allow you to also use them as a desktop background. Spotbright is a free Windows Store app.

Source of the images depends on your choice in settings.

Lock Screen Setting:

• When you select "Windows Spotlight" in Settings > Personalization > Lock Screen, the images will be downloaded from Microsoft Server by backgroundTaskHost.exe and saved in "C:\Users\username\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState\Assets". You can view those images with changing extensions. Command:: ren *.* *.jpg
• When you select "Picture", the images will be choose from "C:\Windows\Web\Wallpaper\Theme1" folder which are preinstalled.
• Also lock screen images are saved temporarily in "C:\ProgramData\Microsoft\Windows\SystemData"