I’m posting this because I couldn’t find a succinct set of instructions for making all of these changes, and I couldn’t find how to make one change at all, despite too many internet searches. I hope this may help others.
My apologies to anyone who thinks the instructions are overly simplified. I write textbooks, so I’ve learned not to make assumptions about the base level of knowledge of my audience. And as my own base level of knowledge in EndeavourOS is still at a newb level, organizing the information helps me to understand it better. To those who appreciate it, you’re welcome.
And remember: 
Warnings are for people who don’t muck around in their system files! 
Create a Modified Theme in EndeavourOS KDE Plasma
NB: To use different themes for day and night, follow this procedure twice, once to create YourThemeName and once to create YourThemeName Dark.
Open the file manager. In the address bar, type or paste the following location to open the directory as Administrator:
admin:/usr/share/sddm/themes/
Enter the password. There’s a lot of entering passwords during this process. I’m not noting it every time, so just keep typing it when it pops up.
Choose a base theme to mod; I chose Breeze. As Administrator, right click the folder and choose Duplicate Here. This preserves the original theme, and it also means that no matter how badly the theme is screwed up while editing, the original files can be easily restored.
Rename the DUPLICATE folder, OrigThemeName copy, to YourThemeName-OrigThemeName. Appending -OrigThemeName to YourThemeName is not necessary, but it does indicate the theme that the new theme is based upon for future reference, and in case of distribution, it gives credit to the original theme.
To change the name of the theme, the Name= entries must be changed. Open the YourThemeName folder, and then open metadata.desktop in a text editor; double-clicking should open it in Kate or whichever text editor is set in file associations. I used Kate.
Type Ctrl-R to replace and click the button to turn OFF Match case sensitive.
Find: =OrigThemeName
Replace: =YourThemeName
NB: [Optional] For personal use, changing the first entry, Name=ThemeName, is sufficient. For distribution, add YourThemeName to each of the entries in languages other than English. The Author= entry at the end of the file can also be ADDED TO (not REPLACED), e.g., change Author=NAME to Author=NAME, modified by YourName.
Save and close file.
Replace the Login and Lock Screen Images in the New Theme
NB: The following changes will affect only the login and lock screen images. To change the desktop background, right click on the desktop, and then add and/or choose the wallpaper background image(s).
Login: The simplest way to replace the login background image in the modified theme is to copy/move the new background image directly into the YourThemeName folder; this keeps all of the theme modifications in the same place. The preview image can also be replaced so that the new image will be displayed in the Login Screen(SDDM) section of System Settings. However, the preview file must be a .png file. If necessary, open the image in an image editor and export/save as a .png.
Open the file manager. In the address bar, type or paste the following location to open the directory as Administrator:
admin:/usr/share/sddm/themes/YourThemeFolderName/
Delete preview.png.
Copy the new .png background image into the YourThemeName folder and rename it preview.png.
Copy the new background image AGAIN into the YourThemeName folder, but leave the name as-is this time.
Open the file theme.conf to change the path to the background image. Since the image is in the same folder, only the file name is required:
background=ImageName.EXT
Save and close file.
Open System Settings and navigate to the following section:
Colors & Themes >> Global Theme >> Login Screen(SDDM).
Choose YourThemeName and apply changes. Test by logging out. The login screen should be the new image. If not, a reboot may be necessary.
Lock Screen: The lock screen image is not actually part of the theme. Instead, it’s a system setting. To change the lock screen image, open System Settings and navigate to the following section:
Security & Privacy >> Screen Locking
Click Configure Appearance in the top right corner. Add and/or choose the image and apply changes. Test by locking the screen. The lock screen should be the new image. If not, a reboot may be necessary.
Remove the Blur Effect on the Login Page
In the YourThemeName folder, open Main.qml in a text editor. Find the WallpaperFader section and comment out the following two lines by adding two slashes at the beginning, as shown:
// anchors.fill: parent
// state: loginScreenRoot.uiVisible ? "on" : "off"
Save and close file.
NB: The original instructions I found only commented out the second line. However, I found that commenting out both lines was required.
Remove the Blur Effect on the Lock Screen Page
I broke the theme repeatedly trying to figure this one out. (I break themes so you don’t have to!) Remember: Backups are important! It turns out that it’s the exact same solution, only in a different file. And in this case, the backup is even more important because this is not merely a theme file; lock screen attributes are in system files, not theme files. Changing this file will change the lock screen regardless of which theme is in effect. Because this is a system file, the change may have to be made again if it is part of a system update.
So begin with a backup. Open the following directory as Administrator:
admin:/usr/share/plasma/shells/org.kde.plasma.desktop/contents/
Locate the folder lockscreen. As Administrator, right click the folder and choose Duplicate Here. This preserves the original files in lockscreen copy, which I chose to rename lockscreen backup.
Open /lockscreen/LockScreenUI.qml. Find the WallpaperFader section and comment out the following two lines by adding two slashes at the beginning, as shown:
// anchors.fill: parent
// state: loginScreenRoot.uiVisible ? "on" : "off"
Save and close file.
It’s a neat effect even if I don’t personally like it. I’d probably appreciate it more if I used the same image for my desktop background, but since I don’t, those pages are the only time my computer automatically displays an image that makes me smile. And I suspect that many of us use Arch distros because we’re control freaks. 
I’ve learned to keep very detailed notes on how I did things when I think I may need to return to the information, so I’ve started making my notes as if I were writing them for someone else. Otherwise, my ADHD brain will cause me to jot down a quick note, and six months later, I’m looking at my notes and thinking, “WTH does ‘strawberry’ have to do with updating my computer?!” 