The Magpies put in a good performance following the back-to-back defeats to AFC Fylde and Solihull Moors but were unable to break down a tough Halifax defence.
Lock admitted there were plenty of positives to take from the game but that his side should have been celebrating three points.
Maidenhead, promoted last season, are still sitting pretty in 12th and closer to the play-offs than the bottom four.
Lock told the club’s Youtube channel: “We started really positively and created lots of chances off the back of two defeats in a row for the first time this season.
“We knew we had to get a result. It was a positive performance as we were down to the bare bones a little bit and could only name four subs.
“Marksy (Sean Marks) has hit the crossbar and we counted five really good chances that you have to put away and we didn’t.
“We should have won the game and I thought we were the better team. Defensively we were superb but the ball didn’t quite fall for us at the other end of the pitch.”
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