Got it. I am so sorry I wasted your time:o:o:o

My lesson : should become careful with 'regedit' once you have 78 years on the teller...

Hello Brink,
Seems like no two Windows 10 (Pro) versions are the same !
This is how my 'Signatures' folder (in regedit) looks after the 'secpol' procedure (= quite different from yours) :
189668

I tested the secpol.msc procedure on a desktop running Windows 10 Pro version 1803 Build 17134.48. I changed the (default) Network Connection name 'Network' to a more appropriate 'Ethernet-Network'...

As I understand it, your PC/user is actually configured for Automatic login and you get the 'Cave-beach' picture on the 'Welcome' screen at each startup or restart.
Maybe what worked for me can help...

Same situation on my HTPC : Automatic login, local account, "Login" screen configured for solid color background (configured with Settings), but "Beach" picture background forced on "Welcome" screen...