Changing the background of the Lock Screen on Mac OS Catalina

when you lock the screen, the displayed "lock screen" should match the chosen "background wallpaper" of whatever account you are logged into at the time. if you are talking about the "login screen" (seen at boot up) that is something else entirely.

if you are the sole user (not even a guest account) AND file vault is turned off you can go to System Preferences > Users & Groups > Login Options and set "Display login window as" to "List of users". then your login screen matches your desktop background.

if you are using file vault or have multiple users, the above will not work.  if that's your situation, you will need to wait for apple to address this. it may be worth your time to send feedback directly to apple. Feedback - macOS - Apple. 

don't know what a Lock Screen is on a Mac. You can copy over pictures taken and use those for your Desktop images.