That's the problem when it comes from an app... If it's registering properly in the system as a Live Wallpaper, you should see it as an option in the 'stock' methods I mentioned before (there's a 'Live Wallpapers' section there).
If it doesn't show up there, then it's an app that's forcing the image, and if the app fails or is stopped (because the system will automatically kill any apps that are consuming too many resources in the background), then that's why you 'lose' the image, because the wallpaper was never changed, it was just being forced by the app (I hope that made sense...).
Try setting up one with the methods above and let me know if they change back or if those do stick. If they do, then at least we know it's the app you're using and we can try to figure out how to make those work.