I managed to apply a workaround by doing it in the following code for each lock:
for /f "delims=" %%i in ('az resource list -g RG_SE_Polisen_Dev --query "[?type=='Microsoft.KeyVault/vaults'].name" --output tsv') do set output=%%i
az lock delete --ids "/subscriptions/{SubID}/resourcegroups/{Rg_name}/providers/Microsoft.KeyVault/vaults/%output%/providers/Microsoft.Authorization/locks/DevTestLabs Lock"