The lock screen clock is always in the AM/PM format. Reproducible: Always Steps to Reproduce: 1. Lock the screen, observe the clock. Actual Results: 8.50 pm Expected Results: 20:50 Tried to change the locale, to no avail.
This bug should be reported against the look and feel component of plasmashell. Check this: https://forum.kde.org/viewtopic.php?f=289&t=130484
As of Plasma 5.7.5 this appears to be fixed; i.e. changing your locale results in the desired date/time format on the lock screen. This bug should be closed.