It doesn't seem to be possible to install new lockscreen wallpapers in Mi8 with 8.8.16 by means of Google Photos. Default set wallpaper function of NOVA LAUNCHER also doesn't work . Since 8.8.23 is still not available for Mi8, i couldn't test it there.
Using Xiaomi file explorer for example, works, maybe other standard apps (untested).
Using Xiaomi file explorer for example, works, maybe other standard apps (untested).