Why is this happening? (The theme remains just fine, but wallpaper reverts)

I am using the CLEAN BLACK theme ... had used Suave and a few others. Uninstalled them first as recommended ...

Now everytime I reboot I end up with a wallpaper I choose sometime ago but replaced with another one in the 'screen & lock' prefs. Does it matter what folder the wall paper is saved in?

Thx