Sorry, but right now bootloaders are unable to be re-locked on unofficial builds. I think it could be possible, I had some guidance on it but it is a bit complex and I haven’t found the time to dig into it.
Regarding if this means your device is not secure, here is an excerpt from a post a made a while back:
Yes true a locked bootloader is more secure but only from the risk of an “evil maid” type attack where someone with physical access to your device could possibly alter the system then you unknowingly keep using it. But even then they can’t directly get your userdata, instead they physically take the device, then install some sort of touchscreen logger, then you use the phone again, then they take your phone again, check the logs for your unlock sequence, then they can start your phone and unlock it, exposing your data.
To clarify, your userdata partition IS encrypted and only unlocked when the unlock sequence (pattern or pin) is successfully entered. This is the same if your bootloader is locked or unlocked.
Disclaimer: I am not a security expert, but understand the above to be accurate.