Bruce, it's hard for us to tell what's happening if the image is privacy-locked. Your idea of changing that may be a way forward. Can you additionally use the same photo on a different profile which has Open or Public privacy? That would unlock it, I think.
That will however mean that other people will be able to see the image, which may not be what you want. However, if that's not a problem, it may allow us to provide better advice, or may even make it easier for you to remove the image from the original profile yourself.