Display not updating desktop background
See this post if you want to prevent Users from changing the Screensaver.
NOTE: Just check "Indexing Options" in Control Panel and you'll notice the same folder present under "Index these locations" which you selected as album for slide show in Lock Screen settings page.
First of all open Services Manager using command in RUN dialog box or by using other methods as mentioned in STEP 1 of following tutorial: 2.
Now scroll down and look for Windows Search service.
But surprisingly the slide show feature didn't work for me as well.
When I locked the computer using WIN L key combination, Lock Screen was showing only the current background image. After doing some research and changing settings and options at several places, finally I was able to enable Slide Show feature on Windows 10 Lock Screen.