I used have a music control even when the phone was locked. I can at least go to the next song, pause or go to the previous song.
yeah I did recently update to lollipop.
Since upgrading to Lollipop I have a related problem. I get the controls for apps on the lockscreen that I DON'T want there. Example--I was using TuneIn Radio Pro to listen to podcasts yesterday and when I was done there was the TuneIn control widget on the lockscreen AND the podcast artwork as wallpaper in the background. Swiping the control widget away would not get rid of it, it stubbornly stayed on my lockscreen. I eventually got rid of it by long pressing the widget and then tapping something else (can't remember what.) I also cannot get rid of the battery status or WeatherUnderground notifications from the lockscreen.
Looking into the problem I see there is a setting for No Notifications on lockscreen, All notifications on lockscreen, and an option to include/exclude certain apps from putting notifications on the lockscreen. However, if I select WeatherUnderground to NOT send a notification to the lockscreen it appears that it will NEVER send a notification anywhere. This is another "feature" of Lollipop I can do without.