Blue Dot on Lock Screen

That blue dot looks like the one on my screen which indicates my location on the North American continent. Have you tried restarting the phone? If that doesn't hellp, you might also try a different screen photo. Once you are rid of the dot, you can go back to preferred photo.

It's a phenomenon known as lens flare. It's from the sun in your picture.

What is lens flare?

https://photographylife.com/what-is-ghosting-and-flare#:~:text=Lens%20flare%20occurs%20when%20a,being%20present%20in%20the%20image.