"Lock down mode" is gone?

Hi sfujita,
This was in “Security Levels” option which has been removed since version 6.1.9, because these options where more or less similar to each other with some little differences, Wordfence comes with a default configuration that should be enough as a start, then you can activate other options when needed.

Let me know if you have any further question about any option you are missing.
Thanks.