I do agree the explanation of ICG in the HC08 datasheet is not really clear.
I had to go throught it more times myself.
Other microprocessor brands have an easier clock part.
Anyway, I think that your "lock" and "unlock" refers to the FLL block.
FLL is a frequency multiplier. It multiplies the input frequency by 512.
As you know, passing from a higher frequency to a lower one is not a problem, but passing from a lower to a higher frequency requires a delicate circuit called the FLL (which is a brother of the PLL).
Since output frequency is not guarantee to be always stable (Vdd spikes, interferences, so on), they say the FLL is locked when it's working correctly and unlocked when the output frequency is out of control.
More, you can switch the FLL on and off, and when you switch it on, it takes some time (milliseconds ?) to be stable.
As they say:
Frequency-locked loop — A frequency-locked loop (FLL) stage takes either the internal or
external clock source and multiplies it to a higher frequency. Status bits provide information when
the circuit has achieved lock and when it falls out of lock. Additionally, this block can monitor the
external reference clock and signals whether the clock is valid or not.
Hope it clearer.