Photos won't appear as desktop picture

I run a MacBook Pro using system 10.14.6 Mojave. Recently I find that when I right click on the desktop to change the desktop picture, although the photos in my photo library appear in the window, only a handful of them will work as the desktop picture. Most of them, when I click on them, nothing happens. I don't get it, because all the photos are imported into the library either from my iPad or imported as images downloaded from my Google account. Where the photo originates doesn't seem to have a bearing on whether it'll show or not anyway. Here's a screenshot showing the problem. Note the question mark in the preview window. Those that do work are very few and seem to be quite random.