Just for that part, that SysEx-Messages to change parameters are ignored, when the Parameter is locked: I reported that as a bug about 1 1/2 years ago... And i did it once more a few days ago.
I noticed that for fx-parameters aswell as for setting tempo.
This is not a bug. The type 2 messages are intended to be preset changes. They can be part of a full rig, so when "loading" a rig, the locked part is being ignored. The is implied by the locking feature itself.
Also: you can only use type 2 messages when controller number starts with that unit and if it is not complete (like send the first 10 controllers), the missing rest of that unit is initialized with default values, which is a mechanism to ensure backward compatibility with older presets.
If you want to change something with MIDI, don't lock it. Since you are sending it anyway with all PCs, it doesn't really matter.