Actually, it doesn't even take locking the screen. Just turn the display off, and tried to reconnect it in VoiceOver settings.
Braille displays will disconnect when in Airplane Mode and you lock the screen
Braille displays will disconnect if you are in Airplane mode and have re-enabled bluetooth. The display will work normally until the screen is locked; when you unlock the screen, you will find that your Braille display does nothing and needs to be reconnected.