Add a ESP-88 to your Project. Place two Speaker PEQ blocks in your processing matrix. Group them. Load a Locked Loudspeaker EQ. Notice that the SpeakerPEQ block gets deleted from the group If you load an unlocked Loudspeaker EQ, it doesn't get deleted from the Group
this is an 'as designed' issue. We intentionally remove any locked items from groups and parameter sets. In you example you had an unlocked EQ and added it to the parameter set. you then loaded a locked EQ - which caused it to be removed from the Parameter Set.
This is we have made the decision that any EQ which is 'locked' in the ESP or PM device contains settings that the user does not want inadvertantly changed. As such they are removed from any group or parameter set programming.
If we had not done this it would be possible to change the settings of the locked EQ (EQ, gain, delay, limiting) without you knowing it. it would still indicate as locked, but would not be the same as what you loaded.
I recommend you use Copy/Paste parameters if you wish to load the same locked EQ into multiple EQ blocks.