How to fine the filename of a photo appearing in the Windows desktop slideshow?

[aldrphot]

I have 1,000's of photos in the folder that displays as a desktop slide show. When an image pops up that I would like to delete, I can't find it because I don't know the file name. Is there a way to display the filename of the current desktop photo? (Please don't suggest right-click, properties, as it doesn't apply in this situation).

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