Create the following two text files & name them "LogonScreenNumLockOn.reg" and "LogonScreenNumLockOff.reg":

Windows Registry Editor Version 5.00
[HKEY_USERS\.DEFAULT\Control Panel\Keyboard]
"InitialKeyboardIndicators"="2"

Windows Registry Editor Version 5.00
[HKEY_USERS\.DEFAULT\Control Panel\Keyboard]
"InitialKeyboardIndicators"="0"

There is no way to set NumLock permanently using NumLock key at logon screen, but you can ad hoc apply one of these .reg files.