Hi, @Michael Farber
Thank you for posting in Microsoft Q&A forum.
You may try to mount the install.wim from the install media and remove the image files from \Windows\Web\4K\Wallpaper\Windows and also replace img0.jpg in \Windows\Web\Wallpaper\Windows with your own custom one. Then dismount and save the wim and deploy the OS upgrade using that instead.
Here is the reference:
https://social.technet.microsoft.com/Forums/en-US/8f4e760f-c31c-4441-8dbf-712b29c9fd62/wallpaper-reverting-to-default-after-upgrade?forum=win10itprosetup
If the response is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.