Finally got around to creating a xfce image today. You need to install xfce4-screensaver. This program has been caught up in dependency hell like mpv. A temporary fix is:
sudo ln -s libxfconf-0.so.3.0.0 libxfconf-0.so.2
Look under Setting --> Screensaver. Things should be set up though.
log out and log back in for it to initalize
Note: My screen saver did not initalize and searching on the internet it says it depends on the monitor having DPMI to control it. The rpi4 can not get the EID info from my monitor and have to manually set it up in config.txt so that could be the issue; just no clue...
Anyway Ctrl-Alt-Delete or Ctrl-Alt-l will lock it here.