The only 2 thing I know that could affect this are those you've addressed - screensets and lenses.
You say you've locked/unlocked screensets.
Ok, back up a step: hit 1 on your number keypad to load the stored settings for screenset 1
In the control bar, make sure it's UNlocked
Hide the tracks you want hidden
LOCK the screenset again
Set Lenses to NONE
SAVE project and close
If these tracks are visible upon reopening it suggests the project is corrupt or it's something else beyond what I can suggest
Can you get the settings to stick on a new project?