@Boldline It is not possible to lock guidelines individually, only in groups.
Guideline groups can be created and managed in the Guidelines panel.
Currently guidelines are in groups and it is possible to set color, lock/unlock, show/hide or activate/deactivate per group.
But, the guideline group handling in the panel could be improved.
I could not replicate the guideline disappearing issue. When I lock the guidelines, they are still visible.