No. I need to have the bootloader unlocked in order to be able to boot TWRP with fastboot when I need it. A locked bootloader doesn’t let you do this.
If the next question would be about installing TWRP …
… If I remember right, it wouldn’t work to install TWRP (altering the boot partition) and then lock the bootloader again anyway, because the phone wouldn’t boot then, but I don’t find a reference for this just now quickly.