Is there any way to lock my mac without sleeping and without the screen saver activating?
You can disable the screen saver on the login window with this command in Terminal:

sudo defaults write /Library/Preferences/com.apple.screensaver loginWindowIdleTime 0


The settings you have in "Energy Saver Settings" are only for the logged in user, whereas the login screen runs in a different context. To change the settings for the login window context, use the command above.