If I'm reading you question correctly, you don't have to do anything with a setting hen. "Lockdown" is a term used for artificial incubation. If you are hatching eggs in an incubator you must stop turning them or opening the incubator after Day 18.
My question concerns the other hens disturbing her. She is in a regular nest box open to all the other hens. This is my first hatch in our new place. My old nest boxes were large enough to close off the front and still have enough room for food and water. I would lock the hen up about 2 days before hatch date . I didn't worry about her getting off to poop as she never would. Can I leave her as she is and not worry about the other hens. Last time I tried to move her, she left the nest. Thanks for your responses.