Have you tried going to Settings>Focus>Sleep>Customize Screens. If any of the pictures of screens just above that have a little minus sign in the upper left corner, tap on that. It will remove any customizations including different wallpaper. Also, you may want to tap on Options and then turn off Sleep Screen.
In my case I had added my favorite wallpaper to a focus related to work. That wallpaper became exclusively linked to that focus, so any time I deactivate that focus, instead of maintaining that wallpaper, that should also be my default one, it changed to another wallpaper.