Misplaced downloaded images. Where can they be?

[Wainuitech]

It's a bit of a long shot, but get a photo you don't care if it's lost, see if you can click it, and repeat what you did before, see if it gives any indication as to where they went.

You can also try this esp if the current desktop is still one of the pictures.

Open one ( or both) of the following locations:
Path 1
%AppData%\Microsoft\Windows\Themes\CachedFiles

Path 2 -
%AppData%\Microsoft\Windows\Themes\TranscodedWallpaper

Or even in the recycle bin ( but I doubt it)