Hi. For some reason the 'Lock' option doesn't work.
Alfred version: 4.0.9 
I have checked the permissions using 'Request permissions...'. Under 'Automation' I have this:
and under 'Accessibility' there is no Alfred icon/checkbox at all.
I tried checking the Console.app whilst running the 'Lock' option from Alfred. The only thing I see in the log from Alfred is a few of these when I start typing:
"Starting query at qos
@octothorpe if you manually use the macOS lock combo of control+command+Q does this lock your Mac?
If so, try quitting Alfred, then removing him from the macOS Security & Privacy > Privacy > Accessibility preferences, and re-adding him back again. If there is an underlying mismatch in the macOS privacy prefs, Alfred may have been blocked from simulating a lock.
If this combo doesn't work, then you can check what combo is expected under the Apple logo in the top