Hello MrsRidgevol,
Thanks for asking the Apple Support Communities for help with setting a Live Photo on your Lock Screen. This article talks about this: Set Live Photos as wallpaper
Set Live Photos as wallpaper
Go to Settings > Wallpaper > Choose a New Wallpaper. Tap Live, then choose a Live Photo that comes with iOS, or choose your own. Tap Set, then tap Set Lock Screen. (The Live Photo won’t play on your Home screen.)
When the Live Photo is showing on the Lock Screen, press to view it.
You can set Live Photos as wallpaper on iPhone 6s, iPhone 6s Plus, and later.
If you are are still unable to get it to play, please switch to a different Live Photo, preferably one that is included with the iOS instead of one taken with the device, or sent to you. Test if only that one, or all Live Photos are not playing correctly. Thanks and have a great weekend.