You do not see the "Lock WorldCat Record" option under the Action menu in Connexion Browser
Records that contain non-Latin script cannot be locked in Connexion browser. You can choose to either use Connexion client or Record Manager to make changes to these records.
When you're viewing a record that has non-Latin script in Connexion browser, you will see a message in the upper-right corner that says "Non-Latin script suppressed." When this message is present, you will not be able to lock these records in Connexion browser.