@Danny Borland , For the Locked screen picture URL and wallpaper background picture URL, in the CSP description, it can also be a file Url to a local image. We can see more details in the following link:
https://learn.microsoft.com/en-us/windows/client-management/mdm/personalization-csp
Meanwhile, here is an article with an example for the reference:
https://www.imab.dk/moving-away-from-group-policy-and-set-wallpaper-and-lock-screen-images-with-local-source-files-with-microsoft-endpoint-manager-intune/
Note: Non-Microsoft link, just for the reference:
Hope it can help.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.