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Go back into your lock screen options, either Settings>Lockscreen or Settings>Display> click on the lock screen shortcuts, there should now be a plus icon. tap that and it should bring up a list of options. I think the limit is 4 or 5 shortcuts.
"Lock Screen" is the screen at: "Settings" -> "Lock Screen"
However, "Lock Screen Options" is
not an option if the Lock Screen is defined to be:
PIN
"Pattern",
"Password", or
"None"
In order to see "Lock Screen Options", configure "Lock Screen" to:
Swipe, or
Motion
then you will see "Lock Screen Options"
As said elsewhere, if you have 4 Icons defined, you will not see the "+" sign,
One of the existing icons/shortcuts must be deleted first (press & hold, dragging it to the trash can icon).
Hope this helps (FWIW, my carrier had to call Samsung to get this info for me)..