Shortcuts does not allow hotkeys (system keyboard shortcuts). Would be great if those were allowed as actions since that enables a lot of automations.
(There's a workaround to do it with Applescript and Automator but that's a pretty cumbersome way of doing it)
Basically: Add trigger > When the > Display > Screen Lock > is > on > then > Run the Shortcut > Mute Computer
In the add trigger sheet, click Display, then Screen lock.
Click On and then create new shortcut
Contents of shortcut is below, you drag the Actions in from the right.
If you name it and close it, then switch back to Trypa, it will Automatically be selected. Then press Save in Trypa and close the preferences panel.
Final Shortcut Watching for screen being locked.