its possible they are in:
The Edge cached files stored in the following directory:
\Users\user_name\AppData\Local\Packages\Microsoft.
The Edge settings are stored in the following ESE databse: The Edge cached files stored in the following directory: IE 11 History is stored here as well: Reference: https://www.linkedin.com/pulse/windows-10-microsoft-edge-browser-forensics-brent-muir
www.fabozzi.net
but no guarantees (link is 3 years old, might relate to old Edge)
if it changes once a day I guess there is no need for it to save them, unlike pictures used on Lock screen.