Go into var/stash/themes/xhd. Look for the Lockscreen image and change it there. Rename the new image to exactly the same name you see on the original. Respring and it should work.
You will have to navigate to var/mobile/Media/DCIM that's where your photos are. Choose the image copy it and go back to var/stash/themes/XHD and replace that image there.
It's going to be a lot of going back and forth through iFile unless you bookmark the areas. I have themes, documents, etc all bookmarked in iFile.