@Jack Nye, Thanks for posting in Q&A.
From your description, I know you want to configure backgrounds via Intune policy but failed.
To solve this issue, please share us how you configure the policy, the settings of the policy and the policy status in Intune portal.
Moreover, you can follow the link below try to configure Desktop and Lock Screen Wallpaper via Intune.
https://cloudinfra.net/how-to-set-desktop-and-lock-screen-wallpaper-using-intune/
Non-official, just for reference.
Thanks for your kind understanding.
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