Attack vectors to consider against a computer with a locked screen, the example you gave about the cold boot attack is one that would require physical access.
- 0day exploits/exploits for default enabled services or additional software you've installed on the operating system you're running, for example SMB for Windows, SSH for some Linux distributions or an Nginx web server for both, this attack could be achieved by having network connectivity with the machine in question.
- Weak passwords for authentication protocols like RDP, SMB or SSH can be used to compromise the machine if they've been setup.
- Access control to the computer in question, you can't perform a physical attack like a cold boot attack, if you can't get to it?
Full disk encryption protects from forensic analysis, a cold boot attack can dump the memory of the operating system which can be analysed by memory forensic tools like volatility, which can be used to extract FDE encryption keys.