1. Open File Explorer.
2. Highlight the folders wanted.
3. At the Top upper right (in File Explorer) enter in the search box: type:image
4. This will display up ALL the images in the directories you highlighted in step 2.
5. Highlight the images you want from the directories in step 2.
6. Right click and click on the entry *** for 'Set as desktop background' .
*** If you don't set that entry, click on 'Show more options' to then bring up that entry.
Slight amendment to the above, as the search expression logic seems to have been changed.
1. Before following the above instructions, right-click on the desktop and select Personalize.
2. In the Personalization window, select Background.
3. Select the Slideshow option, choose your "Change picture every" value, and turn on the Shuffle option if desired. At this point, for the source of the pictures, just browse to any picture folder as a "dummy" entry. Then get out of the Personalization window and into File Explorer.
4. In the search box, instead of "type:image" (that didn't work for me), type in:
kind:pics. Hit Return and the search should bring up all images in the main folder plus subfolders.
5. Then as stated above, highlight all the search results (Ctrl-A), right-click the highlighted results, and select "Set as desktop background."
6. This works. If you go back to Personalize, you will see that the search expression
kind:pics has replaced the file folder source. Don't touch it!
7. Keep these instructions, because if you change the contents of the source folders and want to include new images as backgrounds, it seems to me you may have to run this again.