And you're doing a right swipe and then going to Settings and then choosing the Screen icon, and you don't then have a small screen icon at the top of the screen brightness gauge that you can click, to toggle the screen lock off and on?
I seem to recall once having lost that button and ability once, but then got it back--I can't recall what I had done but remember not finding anything, and think I simply turned the tablet off normally and restarted it--all then was fine.
When I go to settings it only has Personalize, Tile and Help. The ions on the bottom are WiFi connection, sound, brightness, notification, power and keyboard. There's no screen settings.
It's under Brightness. Click on that icon, and you should get a vertical brightness slider. At the top of that, there should be a screen shape--when you click on that, it should toggle the screen orientation lock off and on.