Open Widgetlocker and go under settings. Under Buttons and Input make sure Allow Volume, Only During Music and Allow Interactions are checked. Hit the back button twice to go back to the customizing screen and long press a blank spot and choose add widget. You should be able to add your double twist widget from here. Depending on your grid pattern you'll probably have to resize it. I use Jet audio and also have Rocket Player and MusicMod all of which work with Widgetlocker, I don't see why double twist wouldn't.
Unless you have a security pin enabled then they may not work without the pin first.
On my S4 I cannot have security other than swype to unlock and still have functioning shortcuts.
The music widgets do keep the phone locked as well, even if you select the album icon to change artists it should take you into the music program then when you back out it should take you back to the lockscreen.