Hello ! I had the same problem, SOLVED
I found it: “So I’ve been using Linux for 10 years. I saw that so you understand that I know how to follow you comments for erasing the files in .config as you asked me to. That includes the session files you mentioned before. None of them were working despite reboots or logging in/out. So, on a whim, I enabled the setting where it lets me choose a session on login. I created a new session and now my background is there as are the desktop icons (which I’d forgot to mention were missing). So, it’s solved, but I don’t know what was wrong before.”