In my experience, locking or unlocking the screen does not effect my blue tooth connection. I hear the same messages and sounds I would expect to hear with the device speaker, or a plugged in headset.
I can't imagine the hassle it would be if locking the screen disconnected blue tooth.
Comments
As Expected
When I lock an iPod with a blue tooth connection, I hear the click, and Voice over says, "Screen Locked."
I am expecting Bluetooth
I am expecting Bluetooth messages like "connection down" etc. Since I do not have Bluetooth analyzer I could not see Bluetooth communication.
Locking and disconnecting
In my experience, locking or unlocking the screen does not effect my blue tooth connection. I hear the same messages and sounds I would expect to hear with the device speaker, or a plugged in headset.
I can't imagine the hassle it would be if locking the screen disconnected blue tooth.