Display Picture downloading is passive, it attempts to grab the images when the user signs in, you open a conversation window to them, or they change their picture. (There may be other criteria I forgot, but that’s the main ones.) Otherwise it just relies on its cache in the temp folder, which both Windows and third-party tools tend to delete.
As a quick fix, double-click myself and Patrik to open up two conversation windows, you don’t have to say anything to us, wait ~30 seconds and you should have have both of them.