I put my lock screen up and this weird icon is shown but when I unloce my phone it goes away. It looks like a calender event but I don't have a clue. Please help
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I don't think Capture It will help you in this situation. It sounds like you need a picture of the screen when it is locked, but you would need to unlock the device to use Capture It.
When you lock the screen, are you seeing some text behind where it says "Keypad is locked." ? That text is in Options > Owner.