His work within the DWU was concentrated on the early backup stories that didn't directly involve the Doctor, most of which were written by either Steve or Alan Moore. He inked the very first of these, The Return of the Daleks, but then drew and inked the rest.
His collaborations with Alan Moore included Black Legacy, 4-D War, Black Sun Rising, Star Death, and Business as Usual. His partnership with Steve Moore began with the inking job on Return of the Daleks, but continued on to Deathworld, Twilight of the Silurians, The Outsider, Star Tigers (part four), Star Tigers II (sometimes regarded as parts 5-7 of Star Tigers), and Yonder... The Yeti.
Lloyd did, however, occasionally work with other writers, such as when he got his one chance to draw the Fourth Doctor in Paul Neary's Touchdown on Deneb-7. He co-wrote one story with Neary, Voyage to the Edge of the Universe, which he also drew and inked. His final contribution to DWM was on John Peel's The Gods Walk Among Us and Devil of the Deep.