Thanks! I finally managed to lock the bootloader thanks to your suggestion!
What I had to do:
Reinstall stock OS over CLI - and making sure the phone does NOT boot into the OS (e.g. stopping the boot process when the message is displayed after the reboot, that “the bootloader is unlocked, press power button to pause”. Then with power button hold press, and volume down enter bootloader.
There I then got: fastboot flashing get_unlock_ability return 1
Then I had to flash /e/ 3.3V again, and once more make sure that the device does not even once boot into the OS.
I then had /e/ installed and got the fastboot flashing get_unlock_ability return 1
I could lock the bootloader then according to the manual without issues