I was wondering how they work with the Lock N Load press. Any issues? Thanks for your reply!

I've loaded  20k+  9mm with Lee dies (carbide) on a Hornady LnL Progressive, you're good to go.

Lee makes good dies I use a Dillon but my frist die is a Lee U die and the last is a fcd.  Works very well for me

Just fine.
I find the Lee expander just barely adequate for over sized .358" cast and/or coated bullets. Actually using a 38S&W insert.
I'll probably pick up a Hornady PTX for 9mm one day.

In general, loading dies are interchangeable among all the various press manufacturers.  They should all have the standard 7/8-14 thread, which is the biggest thing.  50 BMG dies are NOT 7/8" dies, but that's the only real exception I can think of.

One thing that MAY be a problem is the length of the dies compared to the thickness of the die deck of the press.  The LnL AP has a pretty thick deck, so some dies - particularly for short cases - may not quite do the job.  It's not the dies, as such, just the length the press needs for the die to work.