I use Wallpaper Changer. It’s kind of an oldie but it does everything it’s required of. It can even do transparent icon caption if you use old Windows. It even changes the startup wallpaper.
On the laptop I use a different idea which is kind of easier. It’s a screensaver called gPhotoshow which you can feed your wallpapers into and it displays them any which way you want, even with music if you want, and when it’s done it can wallpaper the last image presented.