I did that. I am sorry that I can't provide more detail, but every suggestion leads back to lock screen.
"leads back to lock screen".
Please be very precise in your answer to the next three questions.
For a phone which is stone-cold-like-the-battery-has-been-removed-off, there is
NO WAY you would see a lock screen immediately. You would see the entire boot sequence first - the three skating androids, then one or more splash screens particular to the ROM being used, and then finally - more than 50 seconds later, the lock screen would appear.
Now, either that is happening in the events which "leads back to lock screen", and you are simply not mentioning those details, or the phone is not off, and the lock screen is appearing almost immediately - a few seconds at most.
So,
Q1: Of the above two possibilities, which is it?
Or, perhaps you are seeing the stock recovery boot "splash" images, and calling that "the lock screen" - it isn't. (Usually it is a black background with an image of the phone and a triangle (red?) with an exclamation point in it.
The stock recovery boot is a little different from Amon_RA - it doesn't show the menu right away. When the splash screen appears (no menu), you have to press
again the Vol-Up and End keys (briefly) for the "Recovery <2e>" menu to appear.
Q2: Does the thing you are calling the "lock screen" look like the regular lock screen when you have the phone booted, or something different?
Finally, here is another thing to try.
REMOVE THE BATTERY AND RE-INSERT IT SO WE ARE SURE THE PHONE IS OFF and
then try pressing (and holding until the screen comes on) the Send & End buttons.
Q3: What do you see happening on the screen when you do this, and how long does it take until stuff stops happening?