As far as I know, there is no lock screen wallpaper. I've used some third party lock screens but this is the only buggy thing I've dealt with on the motos.
Yes, unless something has changed that I do not know about, Moto phones have *a* wallpaper, not separate wallpapers for the home screens and lock screen.
Not sure what happened and I couldn't find how to change it but... I recently restored my N6 and when setting it back up i set 1 wallpaper then later set another. After setting the second one my lock screen still showed the first wallpaper. I found no setting to fix it but the next time I changed the wallpaper it went back to both showing the same.