I'm trying to offer my best answers, but, I have same recommendation for you too

Read more documentation about bootloader unlock and lock.
1. In the archives used for Fastboot flashing method are some scripts, if I remember are 4 scripts, each script is doubled, one for windows (*.bat) and another one for linux (*.sh)
2. On the script, just one of them will lock the bootloader, if I remember it's name is flash_all_lock.bat, for windows and flash_all_lock.sh for linux.
3. There is no difference on locked bootloader between the one from "factory" and the one from locking process through the shell script.
4. You have to be careful with locking bootloader and the device version that you have. You cannot lock a bootloader on a Chinese phone after flashing a NON China firmware, to rephrase, on a Chinese device you have to flash only Chinese stock ROM in order to lock the bootloader, locking the bootloader on that device having different ROM than Chinese will Brick the device. On a global device you can flash any stock ROM and lock the bootloader.
5. For testing, I recommend to flash using the script flash_all.bat (on linux flash_all.sh), which will flash the firmware without locking the bootloader. Obviously this will mark your phone as unsecured, and you will not allow you to use any banking app or Google Wallet, but will allow you to see what dialer and other application are available from the installed ROM. Then, once figure out what version of ROM is suitable for you, then you can flash again the phone, but this time you can lock the bootloader.
6. To unlock back a Chinese phone is almost impossible, there are already threads on this forum about unlocking process, for Chinese and global devices.
7. The global devices can be unlocked, but you have to follow all normal steps (developer options, use community app, bind account and so on...), there are threads about this process too already.
8. I use that page which I recommend it to download older firmwares than the latest, but if you want latest official global ROM, you can use
https://c.mi.com/es/miuidownload/detail/guide/es/miuidownload/index (opened on PC and navigate to Fastboot method update)
9. In all above points I'm referring only to Xiaomi devices.