Ah, I see the problem now. Vertical Wheel 2 should play an animated background video instead of using background images.
Vertical Wheel 3 plays the gameplay video on fullscreen (or displays screenshots if you have no gameplay videos available), so no fanart background either.
Sorry for the confusion. I haven’t looked at this theme in years, so I totally forgot about that.
My guess is that your ultrawide screen also messes a bit with the intended presentation because the theme was never designed for that aspect ratio.
CriticalCid's post in Have Big Box CriticalZone v2 Blue show Fan Art and not screen shot as background for all games? was marked as the answer