Above all things, avoid Wattgate, they don’t seat fully and are prone to suffer from cable leverage/weight pulling them out. I’ve had decent luck with Connex (the Parts Connexion brand) but it’s only relatively better than Wattgate.
Avoid Rhodium plated connections. They are too hard and therefore don’t grip well. Stick to brass with silver or gold plating.
They do make locking IEC plugs, but the one's I've seen are for "normal" diameter cables. They are meant for server rooms, not phat cable audio junkies.