Lock screen is not changing after updating to Android 4.4.2
I have a HISENSE SERO7 e2371 tablet here. I could not get the lock screen wallpaper to change at all.

Finally figured it out and thought I would post it here just in case anyone is looking for a solution.

I went into Settings &rarr; Security &rarr; Screen Lock and changed  Hisense to Slide. 

It seems that it was an issue with the Hisense custom lock screen they provided, so this may be  same on other devices where the manufacturer has added a custom lock screen option.