Is the list actually locked on my Supernote?
No. Nothing on the device itself is protected, hidden, or password-locked — the padlock is just a marker in the list's name. You can still open the list, add to-dos, edit and complete them as normal, and everything in it keeps syncing between your Supernote and Relay the whole time. The lock changes one thing only: while it's on, Relay won't push that list's to-dos out to your other task apps.