I am surprised at the number of organizations that fail to mention this to their student/employees or just plain assume that they should manage the personal devices connecting to their Azure environment.
Anyways, it appears that their Azure AD settings have been applied to your computer or Windows account. You can try signing out of Teams and restarting the computer to see if that fixes. Otherwise, you will need to edit the registry to remove the portions of the policy settings that have been applied. To do this, run regedit.exe > Navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows > there is probably a subkey named Personalization* > right-click and select Delete > restart. You should be able to access the lock screen settings afterwards.
Note, if you do cannot locate the subkey in the path above, then check HKEY_CURRENT_USER\SOFTWARE\Policies\Microsoft\Windows.
As for the Privacy settings, that is likely configured in the subkey DataCollection in either of the above registry paths.