What you can do is change the Lock Screen then set the Login Screen to match but you cant have seperate images for the Lock and Login screens, at least as far as I know.
There are two ways to achieve that the first using DF.
Open the DisplayFusion settings window and select the Windows Lock Screen tab.
Check the box next to Allow DisplayFusion To Manage The Windows Lock Screen then load the image you want to use for the Lock and Login screens.
Close the Settings window and open Windows 10 Settings app.
Click on Customise then Lock Screen.
Scroll down and change the switch to On under Show Lock Screen Image On Login screen.
Alternatively, you can leave the DF Allow DisplayFusion To Manage The Windows Lock Screen unchecked and just change the Lock screen in the Windows Settings app instead.