There are only a few devices (Pixel, Xiaomi Mi A) with the bootloader re-lock support, and very few custom ROMs allow you to do so on modern devices with Verified Boot technology.
At the same time, many people would fairly advise you not to re-lock bootloader with custom ROMs, because if something happens to the installed OS, your device will be permanently bricked, because you no longer have the opportunity to reflash it if your bootloader is locked.