What does the padlock icon on a list name mean on my Supernote?

It means that list is locked in Relay — its to-dos stay between your Supernote and Relay only, and are never pushed out to your task apps (Todoist, Reminders, and so on). When you padlock a list in Relay, Relay adds a small 🔒 to the end of that list's name on your device, so you can see at a glance — right on the tablet — which lists are being held back from pushing. Unlock the list in Relay and the padlock disappears again.