I cannot lock the widgets from either the desktop or the panel because the option is gone from the right click menu popup. I am not aware of when this became true because recently I have usually just left them unlocked.
The KDE developers decided this functionality was no longer needed…
For some detail of the rationale behind that, this somewhat lengthy bug report https://bugs.kde.org/show_bug.cgi?id=417424 may be of interest.
Widgets can still be locked/unlocked but no longer from the GUI.
Use:
qdbus-qt5 org.kde.plasmashell /PlasmaShell evaluateScript "lockCorona(true)"
to lock, to unlock, change (true) to (false).