There is no technical difference between "downloading" and "screenshotting" a locked photo. But the intent matters. And the ecosystem of downloader tools preys on users who want to cross a line they know they shouldn’t.
Use the Facebook Data Download tool to get a copy of every photo you've ever uploaded. facebook locked profile picture downloader
When choosing a Facebook locked profile picture downloader, consider the following factors: There is no technical difference between "downloading" and