At first glance, Path to current desktop backgrounds in Windows 10?, although not exactly a duplicate, appeared to have the path I wanted. But when I went there, the pre-login image was there, but the lock-screen image was not. (And contrary to the claim in that answer, the files there did have extensions.)
UPDATE: I just did a lockscreen, and got an image that IS in that directory, but earlier today, it was consistently an image of an interesting footbridge that is not in that directory.
In this directory you will see a bunch of files without extensions. These are the incognito image files. These are jpeg images of various resolutions to meet the needs of multiple devices screen sizes. You can copy the files to another location and rename them to have the jpeg extension, then you can open them with your default image viewer.
This location does not only contain the desktop wallpapers, but also icons, wallpapers in portrait format and other files. All files do not have file extensions, so you cannot view them by double clicking or having a preview.
I have the same picture for my lock screen and home screen wallpapers, but the lock screen looks distinctly darker and less vibrant. Is there anything I can do to fix this? I just noticed it after the most recent update, but that may be an unrelated coincidence.