Everything will be saved. The fact that a view is locked for write does not prevent other processes from reading the image.
That warning message may sound a bit too scary. PixInsight has many self-diagnostic routines running on the background for different tasks. This makes the whole platform more secure and robust. When a view is locked, that means that some process has taken possession over the view's image to modify it. Normally, once the process has finished its task, it should release the image. The warning message is telling you that some process has failed to release an image, which is an abnormal situation. Usually the cause is as simple as that we (the developers) have forgotten to release it, without more consequences. This is with a probability of 99% what happens in this case.
Have you installed some unofficial modules? Can you reproduce the problem, or give us a hint of the processes that you executed before the view was left locked?