mac goes for sleep on screen lock
Have you tried the following:


Go to System Preferences > Energy Saver 
Set computer sleep to Never (or an appropriately long period of time)
Set display sleep to occur when you like
Now go to System Preferences > Security &amp; Privacy
Click on General
Tick the box for Require password...after sleep or screen saver begins
Click on the drop-down menu to select how long after sleep you want the need for a password to be activated (Immediately, 5 secs, 1 min, etc etc)
Exit System Preferences


Note, if you want you can also use the Screen Saver function to achieve the same thing. You would still do the above steps, but in addition:


Go to System Preferences > Desktop &amp; Screen Saver
Select the Screen Saver tab
Set the Start After option (at bottom left) to dictate when you want the Screen Saver to start - note you may want this to be set at a shorter period than your Energy Saver sleep settings (e.g. If you set your display sleep to occur after 15 mins, you may want your screen saver to start after 5 mins - this means your screen saver will be active for 10 minutes before your display will fully go to sleep)
Choose any other Screen Saver options you like
Exit System Preferences


If you have any problems/questions, let me know.