A little late to the party, but if anyone else is having issues with this, your image file needs to be within the extracted default.xzp folder. Then the keyframes will save. For example, I have my custom image set in Default.xzp(unpacked)\Images\CustomWallpaper.png I also had an issue when changing/inserting the last (4th keyframe) it would just remove all of them to begin with once I save. So I just edited 3 Keyframes.