Create a group by selecting all the required tracks, right clicking on the control and selecting "Group". There you'll see all the available groups or create a new one.
Alternatively use quick grouping. Select tracks, hold down ctrl key and move control.
Not sure what locking icon you are referring too although it's been so long since I used 8.5 I might have forgotten it. The only lock icon in the CV I can remember is on the main outs to lock left and right faders to each other. They are still there.