I opened a picture from my own collection and used the context menu to set as wallpaper. When I did that the wallpaper folder was automatically created and from there I can use add picture in background settings to use when I want.
Example: I just set the owl picture as wallpaper from my collection and it now appears in the wallpapers folder.
I'm on my desktop. Zorin 16 Gnome/Budgie. Budgie is gnome based , they play nice together. **budgie-desktop**not the Ubuntu DE or budgie-desktop-environment.
Yes, they also share the file same file manager I had to install the budgie extras and applets from synaptic. I just select the session I want to use during login.
I use Nemo, about the only program I run with sudo on occasion (when I don't use the right click option). I have not experienced any issues. Every other app, for the most part, that requires root access, requests it. I would be cautious about this though. You don't want to run programs in sudo just to make them work correctly. If you must do this, remove the snap or flatpak version and find installation instructions using apt or .deb files.