Quote: "Does anyone know of any fix or work around, without actually locking the object off? (its a long story why I need the object locked on)"
I think when using the lock on, the object zdepth is automatically disabled and there's nothing you can do about it so locked objects always appear over all other objects. I also think (though I don't really know) that a locked object is placed on or behind the front camera clipping plane so any parts of the object in front of this plane are drawn, and any parts of the object behind the plane are not - that's just a guess.
Anyway, the only way I can think of avoiding this is position the object yourself without lock on. There's many ways to do this. Check out this link. It's a way using math to do it all wrapped up in a function:
Lock camera
To use the function, take the
set object rotation xyz
out of the function at the bottom. This call is not necessary; but the set object rotation zyx at the top of the function is necessary.
Enjoy your day.