I want to highlight locked or unlocked cells in the whole sheet (that has
been modified, i.e. the print area)

Union() comes to mind.

If there any way of getting the whole contents of the worksheet besides
using printarea? I want to loop using For and Cell(x,y), (is there a better
way?) without going through the whole sheet.

How do I search, collect the cells that are locked (or unlocked) and
eventually, later, add them to union() ? Union itself won't take a unioned
object as an argument, so I can't add them one at a time.

Any help appreciated.