Ubuntu 19.04 Can't change LockScreen Background

in Ubuntu 19.04

the file /usr/share/gnome-shell/theme/Yaru/gnome-shell.css will do what you are looking for.

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Edit on 10th Jan 2020

you may also have a detailed look on this page https://github.com/PRATAP-KUMAR/login-lock-screen-bg-change for setting the backgrounds via script for Ubuntu 18.04, 19.04 & 19.10

You can change lockscreen wallpaper by Settings

Some notes about the tip. In my case, Ubuntu 19.04 on May 22, I need to use quotations on file name image. The image below is on the same folder than /usr/share/gnome-shell/theme/Yaru/gnome-shell.css file.

#lockDialogGroup {
  background-image: url("ironman_login_wallpaper.jpg");
  background-repeat: no-repeat;
  background-size: cover;;
  background-position: center; }