Yeah, I (personally) use X11 by default, plenty of apps hate Wayland.
Still exploring other options, but I have a fallback that I know works now
(LightDM, GDM and gnome-screensaver)
Gonna check out xsecurelock (by Google) and swaylock as well.
Love linux for this kind of thing, turns into a project that can keep you engaged. 
I do wish that Zorin (or the GDM3 devs) would give us a nice configuration tool for their login screen though...
Update, xsecurelock is very nice and very basic (the way I like it), however GNOME is a pain in the rear-end when it comes to using not-gnome stuff.
So the system won't lock on wake from suspend and Super+L won't work unless I set a custom keybind.
Hilariously, calling dm-tool lock takes me back to the LightDM greeter (so I never needed gnome-screensaver in the first place), but GNOME doesn't use dm-tool lock it does it's own witchcraft to call either GDM3's lock or gnome-screensaver if the latter's daemon running.
Update 2
Wow... not using gnome-screensaver is a gigantic pain...
GNOME only wants to work with GNOME things. If I want to use light-locker, or xsecurelock or anything that isn't GDM or gnome-screensaver I have to sacrifice something. Like automatic locking on screen blank, or lock on resume from sleep.
Gnome devs, why can't I just tell gnome to use a specific command for locking things instead of having to try and hack something together?
Update 3 - an aside
Here's the hilarious thing.
If GDM3 just let me change my login screen wallpaper, I'd not have fallen down this rabbit hole.
Update 4
The lock button in the start menu... invokes lightdm...
but Super+L, Sleep and Screen Blank invoke some kind of dbus call.
Who designed this...
Update 5
Spun up my own thread because I technically hijacked this one, oops