I'm confused at what I'm missing here.
In the System Settings Screen>Login Screen>Breeze (which is active theme) I've changed the background to a custom image.
But it still shows the default image of geometric shapes. When I click the icon for the background it confirms that I have my image saved for the background.

However, when I first boot up my computer, the login screen is correct with my custom wallpaper. But when I've locked my computer with [OPT]-L the screen shows the default geometric wallpaper.

There's a different section under "Screen Locking" in the settings sidebar just below "Login Screen" that controls the lock screen you're talking about. It's different from "Login Screen"

I don't know why they're different, but at least it's not a bug - just two separate settings.

Ahh thank you. Was a matter of bad UI. There's a tiny button in the top right corner to modify the appearance instead of loading the options on the massive blank screen. My screen is big and this was maximized so even was less noticable when I was looking before :) Anyway, thanks!

I would assume it’s different so that different users can configure their lock screens. The login screen shows up before a user has a chance to log in.