Shortcut to Lock your Workstation.

Apart from using Windows+L, try something else to lock your window. Just Double-Click On the Desktop, Right-Click> New> Shortcut>

In the 'location of the item' , Type in - rundll32.exe user32.dll,LockWorkStation

Give it a name you want and click Finish

That's it !

Now, whenever you want to Lock your system just double-click the shortcut
Enjoy!