Xiaomi
Set a Different Wallpaper on the Lock Screen auf Xiaomi
On MIUI, the lock screen and home screen wallpaper are stored as two separate settings, even though both are changed from the same app. If you only swipe through photos from the home screen, the system usually applies the picture to both screens at once, which is why a lock screen change often seems to fail.
The reliable way is through the built-in Wallpaper app rather than a random gallery picker. Open Tap on Settings ➔ Tap on Wallpaper ➔ Choose the directory ➔ Choose a folder ➔ Choose a photo/wallpaper ➔ Tap on Apply ➔ Tap on Set as Lock screen. This last tap is the part most people skip, and it is exactly what tells MIUI to store the image as a lock-screen-only asset instead of overwriting the home screen too.
If you want the same picture everywhere, you can still choose the option that applies it to both screens during the same flow. Keep in mind that some launcher themes or the Wallpaper Carousel feature can override a manually set lock screen image, so disable those first if your custom wallpaper keeps reverting.