So, I was half-correct after all!
You load (AFTER having locked) then you UNlock, and then you fire. That's what we did on the range anyway. To "Lock and Load" would have meant, essentially, being unable to fire the weapon... that's why the saying has always mystified me. So, the whole thing would really be Lock - Load - Unlock in sequence.
I guess the impression that is given by the saying is that if you Lock and Load, then you are ready for battle... which would not be true unless and until you UNlock, after loading.
Anyway, it's just words... and now I understand where it came from.
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