If you are using Spotlight for your locked screen you can save the background wallpaper by clicking on the bottom of the screen then drag it up until the text disappears then press the PrintScreen button, once logged in open Paint and paste, save.
So just right click on your screen > Personalize > Lock Screen > set to Spotlight

Attached Files (Click to download or enlarge) (Only available when you are logged in)
Locked-Screen-Spotlight.png (217.95 KB, 10 downloads)
Amboseli National Park Kenya.png (3.53 MB, 0 downloads)