Which version of SharePoint and Nintex Workflow are you using?

You could create a workflow that runs any time the Lock State field value is changed. To do this, go to the Workflow Settings in the Workflow Designer.  Then find the "Start when items are modified" option, select the "Conditional" option, and click on the Conditions button.

Next, configure the condition as follows (also see the image below):

• Select the "Lock State (previous value)" option in the first drop down,



• Check the "Compare to field?" checkbox.



• Select "Not equals" in the second operator drop down.



• Select the "Lock State" option in the last drop down.

You can then add an email action and any others in the workflow. This workflow configuration will run the workflow every time the Lock State field is changed.

That‘s a great idea to adjust the settings when to start the workflow. 
Until now I always had the setting the way that the wf starts when a new entry was made.

I will try it out tomorrow and I am pretty  sure that this will solve my problem. 

Thank you a lot for your help so far.