What is the lock in bootloader? I know how to unlock. It's through fastboot oem unlock. 

I know why the manufactures place a lock. It's for security reasons.

But what is the lock? Is it a file in the system, saying "Hey, the bootloader is locked! Delete me if you want to unlock!", or a registery key, or an appsetting?

Or is it possible to unlock without running "fastboot oem unlock", can I send the unlock command by myself without using "fastboot oem unlock"?
It's a flag in the bootloader itself, which tells the bootloader to verify the signature of the image it boots. It's stored in the bootloader's own storage, which isn't accessible from Android. On some phones, the bootloader also has some digital fuses as write-once flags. Unlocking the bootloader blows one of these fuses, so even if you subsequently re-lock, the phone is forever marked as having been tampered with.


  can I send the unlock command by myself without using "fastboot oem unlock"?


You could make your own replacement for fastboot, which sends the same command to the bootloader, but it wouldn't change the behaviour. It would still wipe the userdata partition when you sent the command.