What is the (external) keyboard shortcut to lock my screen with the screen save
Open System Preferences -> Keyboard -> Shortcuts -> App Shortcuts.  Then click on the plus  sign under the white box that has the different options in there.  Name it 'Sleep' and give it the ⌘⌥F12 command (cmd + opt + F12).  You can set it to whatever you like but most keyboards already map F12 to the eject key so if you get a different keyboard it may work already by default.  Remember to also change your settings to require your password after a set time after going to sleep.  Hope this helps, I searched for awhile to find out how to do this and couldn't find any good answers.