How do I change the hotkey combo to lock the screen
I would suggest : 


Create a new service with automator with a "Run Shell Script" 
Here the script /System/Library/CoreServices/Menu\ Extras/User.menu/Contents/Resources/CGSession -suspend
Bind this new service to a keyboard shortcut in System Preferences » Keyboard » pane Keyboard Shortcuts


Edit : This post on SuperUser explains it better than me.