If you make sure you still have get_unlock_ability before locking the bootloader the worst that can happen is your phone becoming unbootable and you having to unlock the bootloader again.
There are of course always things that can go wrong apart from that but it generally is quite safe (if you remember to check beforehand, can’t repeat that enough).
Do you happen to know the patchlevel you are currently on (not necessarily the platform security patch level you see in settings)? 
If you are indeed running a version that’s newer than the available FPOS factory images the only way get the phone locked and booting properly is by updating it via OTA updates. If you perform those via recovery get_unlock_ability shouldn’t be touched 
Otherwise (or if you prefer to run the updates through Android userland) you might want to think about using the Magisk method to set get_unlock_ability back to 1 afterwards, just to be safe.
Edit: So from what I can tell from BoardConfig.mk, version_util.mk, and version_defaults.mk, LOS does use platform security patch level for the rollback index, so you can check it under Settings → About phone → Android version.
(I don’t run / build LOS, so someone please correct me if that variable is set somewhere else)
In any case it’s probably safe to say that you won’t be able to lock the bootloader without performing OTA updates after flashing factory images, and depending on your current level you might even have to wait for the next OTA updates to be released.