I hear you. Had the same issues with Deepin v20 updates.
Deepin stores it’s wallpaper in:
/usr/share/wallpapers/deepin
So this worked for me - As root I copied my favorite wallpaper to the location above.
After that I also copied my favorite-[wallpaper.jpg] file to desktop. Then I right-clicked on it and from drop down context menu chose ‘Set as Desktop Wallpaper’
Worked for me.
Often times we need these work-arounds to fix issues