If you use Photostream for changing your lock screen wallpaper periodically and after some update you get the stupid 'there was an unspecified error while trying to retrieve the photo' message when you try to add a new picture source, then here is a trick that worked for me.
- Go to your lock screen settings. It depends on your Windows version how to get there.
- If 'Photostream' is selected as background, change to another thing like 'My picture'.
- Open Photostream and follow the instructions that will pop up.
If the app crashes during this process, start again.