To hide headers bar on Fences, you will need to turn it on in "Show Headers" Setting.

Also, for hide header to work, you need to disable "Roll-up Fences". Headers will still show up if you enable Roll-up/down option.

For Lock Fences. Do know that Lock Fences option was removed since Fences v5. To enable it, please refer to this guide: https://support.stardock.com/space/SHC/1621360668/Show+%22Lock+Fences%22+in+Fences+5.
Thank you,
Basj,
Stardock Community Assistant