Is there any way to change the boot screen and logon screen wallpaper?

I was wondering if it was possible

The boot screen is governed by the Plymouth. You can change that with a different Plymouth theme:
https://www.makeuseof.com/tag/customize-boot-splash-screen-logo-linux/

For the Login screen, I am not really sure about Gnome (Zorin Core and Ultimate). Found a guide here that May help you...:

In XFCE, (Zorin Lite and Zorin Ultimate Lite), you can change the login screen easily with lightdm Greeter Manager:

sudo apt-get install lightdm-gtk-greeter-settings

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