Not that I'm aware of. If the account logged into Jamf Pro has computer object deletion rights, then it applies to all computers. I don't think you can specify certain ones to not be deleted.
You could put a note somewhere in the device record as a warning, but those are usually buried somewhere and not very visible when just looking at the device under a search for example.
The only other thing I can think to do, specifically in the use case you mentioned where you've sent a Lock command to it, is to rename the device record in Jamf Pro, by adding something like "-DO-NOT-DELETE" to the end of it perhaps. This won't actually rename the Mac itself. The Jamf device record should retain that name until the Mac checks back in again and performs an inventory collection, which won't happen right away if you've issued a remote lock to it. Just something to think about.
