Oh ok I misunderstood what you were writing.
Yes all Locked Parameters are persistent over multiple new instances. But don't affect older instances.
So for example if I load one instance and lock FX then load another and lock Cutoff then cutoff is not locked in instance #1 but will be locked in instance #3.
The locked parameters not just FX that load in a project are the ones that are locked in the first instance of Legend. If instances 2,3, and, 4 had other params locked they are no longer locked when the project reloads (FL Studio).
I'm not sure if that's a bug or intended behavior. It's been reported so let's see what Richard says then take it from there.