I was just going to post about this. Same here. When using the Cyanogenmod "custom" lock screen the wallpapers change but when I use the standard Android lock screen, the wallpaper always remains the same as the home screen. This started after the update which I also happened to side load the provided OTA update. Wonder if that has anything to do with it.
I side loaded the OTA. Going to trying flashing the 4.4.4 image from this thread http://forum.xda-developers.com/onep...ph30o-t2845100
See what happens. It may be just a bug and not the method of flashing.