You basically need to change settings as the "gdm" user to change setting at the GDM login.
Do the following first:
su - xhost +
Then you can use sudo to run programs as the gdm user. To change the background do the following:
sudo -u gdm gnome-control-center
Then click Background. There you can go select a background.
If you have gnome-tweak-tool installed another change I like to do is to show the date along with the clock at the top of the screen you can do this with the following:
sudo -u gdm gnome-tweak-tool
Then click on Shell then turn on "Show date in clock".
To change the Lockscreen background edit the following file:
Change the paths for the Wide, Standard, and Normalish tags at the bottom to point to the file you want to use.