As Lollipop doesn’t have lock screen widgets at ALL, things looks and feels slightly differently.
This assumes that you are using either stock HTC music player or Google music that.
Go to Settings > Sound & notification, where you set When device is locked to “Show all notification content“. And you should now see content on your lock screen, including music controls.
And, make sure that the player of choice is not blocked under Settings > Sound & notification > App notifications. This is how Google Play Music and Music looks on my M7.