Hi,
Default image that you added to theme options is used as default image for all new widgets if you need to add several ones with the same background. If you added widget before than you changed image, you can re-add widget or upload necessary image directly to widget.
I added picture directly to widget as well, but it still shows default picture ( rocks)
Try to change some options in this widget, for example turn on “Enable user options” and save the widget. Seems it is related to widget autosave option.
So, if you change some widget options and press “Save” button as well as re-add widget, it also did not help? It is a bit strange, because we just tested it on our dev equipment and these suggestions is work for us. It doesn’t work properly only in case if widget is autosaved without pressing of “save” button. Maybe you use some cache plugins?