welcome to Rootschat from me too

I've read through this a few times to try and make sure I understand it.
I have had one like this in my tree (as I'm sure many people have).
It had me confused for many, many years!
I think it boils down to what you said - the father of Alfred Lock, Samuel Lock, named on Alfred's marriage certificate, is made up.
You say Alfred's son Fredrick Thomas Lock is living with his grandmother Mary Ann Lock in 1881, and you seem to have found her, unmarried, prior to this.
So Mary Ann Lock would seem to be Alfred's mother, and to cover up the fact he, Alfred, was illegitimate, has said his father was Samuel Lock. Well, we have no idea if this is a story she made up, or whether Alfred made him up as a name to put on the marriage certificate, but at all events, if you can find no trace of him whatsoever, I'd suggest this is what may have happened.
It would seem the same thing carried on backwards to the next generation if both Mary Ann and her sister Jane were born to a Mary Lock, again a spinster.
It occurs to me how do you know she was a spinster?
Have you found her in the Census?
Have you seen the baptism entries for Mary Anne and Jane?
What do they say about their parentage?