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You have come across a conundrum that many people have found. You can lock multiple items at once but it seems impossible to unlock them all at once.
If anyone has any insight to this, I'd like to know as well.
I once created a layer stack legend and then ended up changing the stack. In order to redo the legend, I had to manually erase every single line and letter in that stupid thing. I've never done one since.
Actually I think it is pretty simple but non-intuitive. You need to select the parts and then un-check the locked control box in object inspector.
To select locked objects, go to the File > System preferences > PCB Editor > General settings and un-check the Protect Locked Objects box. Another way to get this is to right mouse click on a blank spot in the PCB view and choose Options > Preferences.
With this un-checked you can select the locked objects and then manipulate them as you wish or unlock them with object inspector.
Then don't forget to re-check the protect locked objects so you don't move something by mistake later.