Howdy NigelTufnel1968,
It sounds like you are missing the Shuffle option when trying to Add New Wallpaper. We know how important this is for you, and you’re in the right place to find a resolution.
To get started, which iOS version is your iPhone 14 currently running? Making sure that you are using the latest version 16.4.1 can often resolve these types of issues.
As with any update, it's always a good idea to create a backup beforehand: How to back up your iPhone, iPad, and iPod touch - Apple Support
How to update your iOS device: Update your iPhone or iPad - Apple Support
Take Care!