Is your feature request related to a problem?
UTXO locks are stored in memory only. Nodes start with zero locked outputs, and the locked output list is always cleared (by virtue of process exit) when a node stops or fails. It was added as memory-only filter in #1861

Few users wanted persistency for locking unspent in issue: #14907 but it was closed in May 2020 because of lack of interest.

Describe the solution you'd like:
Use wallet db for locked UTXOs

Describe alternatives you've considered:
Use other wallets

Additional context:
I tried fixing this, initially had issues related to wrong use of vector in C++ and could never resolve it after trying few things.

I think it will be easy for devs who work on wallet related issues in Bitcoin Core or anyone else good with C++. Would appreciate if someone could fix this and improve privacy in Core wallet.