I ran across this problem as well. Windows 10 won't allow the slideshow to show the same picture on each monitor. Weird thing is, if you right click and select show next picture it will change each monitor one at a time. So the first click changed the first monitor, second the second, third the first etc.. no solution.
Then I found this.
http://johnsad.ventures/software/backgroundswitcher/windows/
Works perfectly and shows the same slideshow image on both monitors. Plus it has options to add images from online accounts as well.. truly an amazing little piece of software and well worth donating to.
Hallelujah - this works! Worth a donation.