Should be, yes. Its not in gallery or wallpaper settings. It was a photo taken off the original phone, that one was replaced, when the current one arrived the photo was preset as wallpaper on it and can't find it anywhere. I am in the middle of an upgrade, but don't want to lose the photo, me and my son prior to his deployment to Afghanistan.
I wouldn't want to lose that either! Have you tried looking in all of your phones folders, and downloaded folders? Or tried connecting it to your computer to view files?