Transferring photo from wallpaper to library

I have a very treasured photo that I use as my lock screen background. Unfortunately it doesn't appear anywhere in my library. It was texted to me several years ago by a dear friend who v sadly died last year.

I really want to get a copy of the photo backed up somewhere but can't access it as a file? Any ideas?

I no longer have text as it was years ago. Have checked old backups of library photos and nothing on there.