Hello,
Could you please check if this feature works normally on a new local user profile?
Click Windows + R, type netplwiz, and click Ok.
Select Add > Sign in without a Microsoft account (not recommended) > Local account.
Create a temporary username and password.
Sign out and sign in to the newly created local user profile.
Then, go to Settings > Personalization > Lock Screen > Lock screen widgets .
See if you can enable widgets there.
Let me know if you still need more help.