@Jen O
Thank you for your post!
When you apply a lock at a parent scope (i.e. Resource group, subscription, etc.), all resources within that scope inherit the same lock. Even resources you add later inherit the lock from the parent. Therefore, you'll have to delete the auto-created Azure backup lock, remove/delete the role assignment that you accidently assigned, and then re-create the lock, I'd recommend taking any screenshots of the lock details, incase you want to recreate the lock to how it is now.
If you have any other questions or run into any problems, please let me know.
Thank you for your time and patience throughout this issue.
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