In the main, radiators are plumbed in parallel, so turning one off, will not affect the others. The lock shield valve adjusts the speed the radiator can heat up at, which needs to be slower as to the speed at which the TRV can adjust the flow, or the room will over shoot causing a hysteresis in the temperature.
I found in my late mother's house, radiators with the TRV on the return needed the lock shield valve turning down more than when on the feed, as to why, is up for debate, it may have been due to the TRV heads fitted? It was claimed the heads have two sensors, one senses the water temperature the other the air temperature, the latter is the main control, the water temperature sensors will correct the air temperature one to allow for the heat direct from the radiators, I used the temperatures reported by the valve head, to set the lock shield valve.

The current should not exceed the target, if it does, then the lock shield is too far open.
But when I started to use different makes of head, there was no reference to having two sensors, some only show target

they were cheap at only £15 each in 2019, but most do seem to show both

as you can see current has exceeded the target

but because the set point has changed in the latter, no point heating a bedroom during the day. And if you set the lock shield too fine, it can slow how fast the rooms heats up. The 21°C is behind a settee which means it does get locally over temperature.
These

work OK if the lock shield has already been set. But to set both TRV and lock shield when it does not show °C on the TRV is near impossible, one can use a differential thermometer on the in and out pipes, but an electronic head is likely cheaper, so easier to just move the electronic head TRV to TRV to set the lock shield valves.