Is there possibility to "short" and lock a BLDC motor as on the DC brush motor
Yes, you can short the windings of a BLDC motor to brake or "lock" the motor (Though it will not be truly locked).  The strength will depend on the torque constant of the motor, and the total resistance between the windings. 

Any back-emf from applied shaft torque across the short impedance will result in a winding current, so you can calculate the opposing torque with the torque constant.