When trying to set up a bash script to update the wallpaper on my Mac, I ran
into this wired issue. Basically, the wallpapers of each space / desktop are
really smart and change independently :zany_face:. So after some frantic Internet
searches, I found out the following:

• The different spaces seem to be managed by the Dock (?, at least their stuff
  is stored in ~/Library/Application\ Support/Dock/)
• Which picture each desktop should have is stored in an SQLite database file
• The image paths are stored in the data table (the relevant column is
  value)
• To apply the changes, you have to restart the Dock
• If you want to change to also apply to different monitors and behind your
  fullscreen windows, there is a neat little AppleScript for that:

TL;DR

function background {
              IMG=$1
              osascript -e "tell application \"System Events\" to set picture of every desktop to \"${IMG}\""
              sqlite3 ~/Library/Application\ Support/Dock/desktoppicture.db "update data set value = '${IMG}'"
              killall Dock
            }
            

Let's hope this post will save someone like me a few searches and head-scratches 😅.
By the way, I use Unsplash to download the fresh
backgrounds, and have amassed
a nice little collection of suitable pictures.