These problems was submitted to Qlik, but they were categorized as feature requests / enahncements, since the current way is apparently intentional.
1. When you lock a filter in AND mode, the "&" disappears. If there are no NOT selections, it is impossible to visually determine whether the filter is in OR or AND mode.
2. When you lock a filter in AND mode with NOT selections, the NOT selections do not turn blue. If there are no AND selections, it is impossible to visually deterrmine whether the filter is locked or not.
Solution to both problems: Always turn OR, AND, and NOT selections blue when locked, preserving their symbols (none, "&", and "!").