Tried everything listed for freya and other older distros.
Also tried editing the
/usr/etc/ligthdm/io.elementary.greeter.conf file but nothing changed. Don't know if it's a bug or something. Isn't there any way of changing the lock screen wallpaper through GUI?
There an unofficial blur effect wallpaper lock screen. NOTE: It's unstable/experimental so use it at your own risk. You need to compile a specific greeter for eOS: https://eos-techs.com/2020/05/20/howto-change-the-login-screen-with-blur-effect-in-elementary-os/ It won't give you a specific wallpaper background, but it will drawn from the users wallpaper.