Hi, @Dal Ste
Press Win + R, type regedit, then inside the Registry Editor, paste this path:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\SessionData
And make sure there's a value called AllowLockScreen. If there is one, make sure the value is set to 1. If the value is 0, change it to 1, then restart your computer to see if it fixes the problem.
If there's no AllowLockScreen, create a DWORD (32‑bit) Value, name it exactly AllowLockScreen, and set the value to 1.
Also, you mentioned creating a new value; may you tell me what value it is? Is it HideLogonBackgroundImage?
Hope this helps!