If the screen saver is set to Photos, Windows uses pictures from a folder. To remove one picture from the screen saver, delete that picture from the folder the screen saver is using.
- Open Settings > Personalization > Lock screen.
- Select Screen saver.
- In Screen Saver Settings, confirm the screen saver is set to Photos.
- Select Settings... to see or choose the folder used for the photos.
- Open that folder in File Explorer and delete the picture that should no longer appear.
If the picture is part of the last three Windows account pictures instead, those can be removed from:
C:\Users\yourname\AppData\Roaming\Microsoft\Windows\AccountPictures
If AppData is hidden in File Explorer, turn on View > Show > Hidden items first.