The image presented by Spotlight appears to be taken in Thailand. For whatever reason, this changes also ANY language that appears together with this very image on the lock screen, despite none of the system settings being set to Thai. Note that the language of the screen where you are asked for the pin or may choose other sign-in options is always in the correct language (in my case: English). We are talking only about the Spotlight screen and the language of the text there (typically a box in the top left and a box in the center of the screen) being in the wrong language.
So, to summarize:
* The fixes suggested by Johann do NOT address the root cause of the problem, as the Welcome screen language never was set to Thai and everything that isn't Spotlight is in the correct language. This can easily verified by changing to e.g. a picture only lock screen.
* It appears that Windows Spotlight tries to be super smart and changes language based on image location, ignoring any system settings for the Spotlight screen.
Suggested workaround: Disable Spotlight and switch to picture only lock screen
Suggested fix: Enforce Spotlight to keep the Welcome screen language regardless of the content shown