I will try my best to explain myself. If for example user Stevie is already logged in to Windows 10 and use lock screen.
Then a different user can log in to Windows 10, so it works anyway for me. It is this I wan't to prevent if possible.
Ken what type of accounts are you using? If your using a 'Local account' this means you do not need to input a user name or password to boot into windows.
A Microsoft account will enable better security as you will need to input a user name (usually your email address) and a password..
This help page from Microsoft has some information and links which may help: Setting up accounts - Windows Help