Windows 10 Network Adapter Disabling at Lockscreen

Could be one of two issues:

Method 1:
Regarding this issue, I suggest we turn off power save on your network adapter:

Step 1: Turn off power management on network adapter:

       Open Network and Sharing Center.
       Click the Change adapter settings link in the upper left of the navigation pane.
       Right click the network connection you want to enable/disable power management support on and click Properties .
       Click Configure .
       On the Power Management tab, clear the Allow the computer to turn off this device to save power check box.
Step 2: change settings of wireless network adapter in power option as Maximum performance.

If the issue still persists, considering the power plan settings issue, please help to upload the power report here for further research:

please run this command:

powercfg -energy

Source

OR

Method 2:

Power Options > Change when the computer sleeps >  Put the computer to sleep > Never.