Oh, someone (you?) asked this in another thread a while back, and I meant to look it up...
There isn't an exact word, maybe partly because we haven't had to have one. Remember that lockdown in English can also be something done to a building or a smaller area, in the face of a threat (terrorists, school shootings, prison riots, etc.), and that this meaning was probably the most prevalent one before 2020.
When reporting on lockdowns in other countries because of Corona, Finnish media tends to use words such as koronasulku (from sulkea, to close) or eristys. Of course this can actually mean very different things in practice in different places! Lighter restrictions, such as those used in Finland so far, are called koronarajoitukset, Corona restrictions. There are also a lot of suositukset, recommendations, which aren't legal obligations but which people tend to follow anyway.
Haha, there were almost more posts here than actual reports using the flag, that's why this hadn't risen high enough on the list of sentences to be fixed. It has been fixed now, but it'll take a week or two before you can see it, depending on your version of Duolingo.
Please keep reporting things using the flag straight after each exercise!