Expected Behavior:  when giving yourself an item with the following command:

`/give @s diamond_helmet 1 0 {"minecraft:item_lock":{ "mode": "lock_in_inventory" }}`,
`/give @s iron_leggings 1 0 {"minecraft:item_lock":{ "mode": "lock_in_inventory" }}`

`/give @s elytra 1 0 {"minecraft:item_lock":{ "mode": "lock_in_inventory" }}`

etc,etc

you should be able to put the helmet on your head from within your inventory. However this does not work unless you armor swap from the hotbar or put the helmet on your head using /replaceitem with nbt component. 

Actual Behavior:  You cannot shift click items that go into the armor slots (all armor types, carved pumpkin, mob skull, elytra, turtle helmet, etc) into their respective armor slots if the item has the lock_in_inventory NBT component. You can, however, armor swap for armor pieces (+ turtle helmet and elytra) from the hotbar just fine. /replaceitem also works.

The attached video showcases the bug: https://youtu.be/Bg2qmq22GOs