Make sure you have the Enhanced Z-Wave lock DTH which reports the event from the lock and LUM will notify you once you select the lock on the main page and enable the option under Lock/UnLock Actions → Keypad Lock Actions - > Notify on Lock Jam/Stuck (bottom of page)
The key is that the event from the lock must reach the hub, if you’re using the enhanced DTH, you’ll see this show up in the Recently tab in the Classic app.