The core program was updated to allow saving only the desktop or mobile version of a wallpaper. The ScheduleWallpaperSave.ps1 script was changed to account for this and not save the mobile versions of wallpapers, as they are mostly redundant on desktop systems where Powershell is available.
The UWP helper app utilizes the user's My Pictures directory as an intermediate, and it works and sets the lockscreen background properly. This helper app needs to be installed before changing the lockscreen background - it is also hosted on Github here. Download the latest release archive from here, extract it and run the Add-AppDevPackage.ps1 Powershell script inside it. That will install the app. This release is feature-complete, and is part of the final release series.
The ancillary scripts allow for more customization regarding the scheduled tasks, including custom arguments for the core executable.