@Murilo-Callegari, if you look at the Runs list for your command, it should say "Command ran" if the command actually ran on your computer.

If you're worried the screen still didn't lock even though your "lock screen" command ran, you could have your "lock screen" script also check whether the screen is locked, and send that information to the Runs list using the ~/.TRIGGERcmdData/result.sh script.

Just run ~/.TRIGGERcmdData/result.sh from your "lock screen" script with a status message like "Locked" or "Unlocked" as the parameter when you run result.sh.

You can also have Alexa speak the "Locked" or "Unlocked" result if you add {{result}} to your command's Voice Reply field and use one the Conversational Alexa skills.

This article has more about that.