When I change my lock screen it goes back to a blue windows wallpaper, what can I do for this to stop every time I start up my comptuer?

[Eduardo Gomez4]

When I change my lock screen it stays, but when I start my computer back on it shows a blue window lock screen and this happens every time I start up my computer. When I press ctrl+L the lock screen I chose its set as a lock screen, but when I start my computer back up it shows a blue windows wallpaper instead.

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