Hi,
In this case, try this: take a new wallpaper, place it in the folder C:\Windows\Web\Wallpaper\Windows, name it "lock" and add the extension .jpg.
After that, you will create a restore point:
Start menu > settings > system > about > system protection > create > give it the name you want and click OK.
After that you will open the on commando prompt:
REG ADD HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\PersonalizationCSP
REG ADD HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\PersonalizationCSP /v LockScreenImagePath /t REG_SZ /d "C:\Windows\Web\Wallpaper\Windows\Lock.jpg" /f
REG ADD HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\PersonalizationCSP /v LockScreenImageUrl /t REG_SZ /d "C:\Windows\Web\Wallpaper\Windows\Lock.jpg" /f
REG ADD HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\PersonalizationCSP /v LockScreenImageStatus /t REG_DWORD /d 0 /f
Restart your PC and see if the lock screen wallpaper changes.
Please confirm if it worked.
Thanks