When I lock my screen I am able to unlock it by simply pressing ctrl+alt+f1 and ctrl+alt+f7 immediately afterwards. I did not test whether I could reproduce the bug on a newer version or another computer. I do not usually use xfce so I am not sure where exactly the problem lies. If you need more information I will happily provide it as long as you tell me what you need and where I can find it.
xfce doesn't have any locking screen mechanism by itself, it relies on external tools for this such as xscreensaver, gnome-screensaver, xlock or even slock (see xflock4, it's a shell script wrapper). So I don't see how this could be a bug in xfce.
Tim, which Linux distribution you are using? If you are using a distribution, which uses Xfce version of xflock4, it may use only the lockers Olivier listed. Are you using lightdm? The issue reminds me about calling `dm-tool lock`. Install and run light-locker and use `light-locker-command --lock` in the script instead.
This is for sure not a bug in xfce4-session, and as Olivier implied, most likely not a bug related to Xfce itself.