The lock just means data can't be changed or clips moved (or both - I can't tell which from the screenshot)., but that doesn't affect the sound They look greyed out though so clips muted.
To be honest, I'd be happy if we could get modulators to apply to envelopes (volume/pan particularly) - that would do me for 99% of what I want to modulate periodically (drawing them using the drawing tools is a tad painful).