I was in a similar position, but it was with knitting needles - which
had been prohibited at one point after 9-11 - but were no longer on the list. The best thing you can do before hand is contact the airline or airport and ask. Be specific as to what you want to bring since the person you call or email may not be familiar with the different types of locks.
Another option is to mail locks to your destination before hand if you have someone who can receive them for you.
That being said, I think you're probably okay these days with the U-lock if I can resume my in-flight knitting.
