Using Solus Budgie, I use a 3840x1080 wallpaper that spans across two monitors - it's two 1920x1080 wallpapers stitched together into one image. I used the 'spanned' option and it properly displays each of the two 1920x1080 wallpapers on each monitor this way.
This does not seem to work on the lock screen. There's a separate option in dconf to handle this, instead of org.gnome.desktop.background.picture-options and .picture-uri, the lock screen uses org.gnome.desktop.screensaver.picture-options and .picture-uri. However setting these the same way as their .background counterparts does not behave the same way, it puts the entire 3840x1080 wallpaper on both monitors. (In other words, it's no longer spanned, it shows the entire thing once on monitor A, and again on monitor B.)
Is there something about the lock screen that prevents this or is this a bug that I should report?