I'm on a Galaxy S5/Verizon network, Android version 4.4.4. I tried everything in this thread so I wanted to make this post in case someone else had a similar issue. I still had greyed out lock screen options, and the only way I could use Foxfi was to remove the certificate after EVERY USE (completely unacceptable). Finally found this app through PDANet/Foxfi's site: http://pdanet.co/help/RemoveLock.apk
This fixed my problem 100%. I am able to use Foxfi indefinitely without ever messing with the certificate or being forced to set a custom lock screen.
This is what I've been looking for! Thank you.