I may be wrong, but you can relock your bootloader in any firmware, but if isn't the same version from when you did the backup then your phone will stuck in a bootloop after relocking, but if this happens, just use Sony Update Service to restore the correct firmware and get the phone working again after relocking...
Sony Xperia M dual [C2004]
ROM: 15.5.A.0.18 (stock)
Android version: 4.3 (rooted)
Bootloader: locked (unlockable)