I think it was in my photos at one time. Probably 2 phones ago. I recently just used the Samsung smart switch bring everything over from another phone. I've read where the wallpapers are stored in the days for with no extension but I can't find it.
After using Samsung Smart Switch to do the handover all your information is still there. I just switched from S9 plus to a S21 plus and used Smart Switch to transfer data but matched each app to app info to verify. I did not want to lose my bookmarks and files which I use continuously. The data shows up as APK files on your new phone. Look for the ones you need.