When trying to open Settings on my iPhone 15 Pro, the screen locks

Hello,

You need to Back Up your iPhone on Mac or PC - How to back up your iPhone, iPad, and iPod touch with your Mac - Apple Support, reset it, and then recover it from the Back Up. If you don't want to do it by yourself you can schedule Genius Bar Reservation and Apple Support Options - Apple or visit your nearest authorized Apple Repair Service.

Hope this helps! ☆

Mateusz

Above reply is quite possibly where this is headed, but I’d first remove any add-on security apps and any add-on VPN apps, and then force a restart:

Force restart iPhone - Apple Support