May I ask by what do you mean “locked”? 
You want to transfer your domain to Cloudflare Registrar?
If so, please follow the below guidelines:
Otherwise, if you’re getting below screen:
May I ask if you’re the owner of the Website or not?
If this is your Website, kindly check below post for more troubleshooting:
Otherwise, you should be able to see the challenged or blocked event under the Security tab → Events at Cloudflare dashboard for your zone and know exactly which security option was triggered.