iPhone locked with 'Critical Alert' on Lock Screen

Without details as to what you've actually tried we can only guess as to what to suggest, but perhaps something here will help:

If your iPhone won't turn on or is frozen - Apple Support

Regards.

There seems to be a related thread here:

iPhone stuck on Home Critical Alerts - Apple Community

Critical Alerts bypass your iPhone settings for audible notifications in emergencies.

What kind of lock are you referring to?