I’ve been having this little trouble since I installed OpenSUSE Tumbleweed. I managed to customize everything, except for the wallpaper that insists on turning back to the default one that comes when we install the system.
PS: I’m using the KDE Plasma version.
Nice you add as a PS what should have been mentioned first rotfl!
In any case, can you explain where and how you tried to set the wallpaper?
I first looked in System Settings, but could not find it. Then I got some brainwave and used mouse right-click somewhere on the desktop (outside any window) and there is the context menu that has Configure Desktop and Wallpaper. Yeh, got it!
I did it long ago, but I have no doubt that I used Add Image, which let you browse to the image you want and add it. And then of course choose it by clicking on it and then OK. Worked for me. Doesn’t it for you?
I must add that I use Leap 15.4, so TW will have a newer KDE (which could man less features 
)
I can confirm that tumbleweed with KDE is full featured. I also can change the wallpaper and it stays.
after logout and login.
Edit: I rebooted and back to KDE and wallpaper stays.
Hi
In Plasma, is the wallpaper location important, maybe OP has it in a non-standard location?
No, provided the currently logged in user has read access. For example on all my machines I keep wallpapers at “home/Common/Wallpapers/” which all users have access to.
Same here, it’s the way I set it.