Hi, are you wanting play chords that match your scale or a melody that matches your chord? Also what Scale do you have selected. Have a read of the manual as a first stop which does a good job of explaining the Keys Lock function and the different profiles within. Once we get an idea of what you are trying to do someone can help you better and point you in the right direction. Don’t forget the Official Scaler 2 Course is a great comprehensive guide to everything within Scaler 2.
I am not sure I really understand what the issue is. Can you please export the Scaler state where you are having the issue and upload it here. Then it may be possible to recrate the issue and try to explain what is happening.
Can you also clarify which option of Keys Lock you have chosen when this happens: