YANBU. Especially if you feel depressed, oppressed, unhappy and dejected.
Locking people in a home is a (not uncommon) form of abuse. It obviously controls people, as it stops them from leaving. It’s also potentially dangerous if the windows are also locked or don’t open very far, e.g. fire escape.
You say it’s your husband’s house. If you’re married, is there a reason the house isn’t also in your name? You may be entitled to half the assets in any case. Again, this is potentially controlling.
You say you have no right to change the locks. Has your DH said that to you? Please know you do have rights. You have a right to not be subjected to abuse, including coercive control. It’s unlawful. You have a right to divorce your husband and be granted a share of marital assets. You have a right to earn your own money, pay for your own home and live your own life. You have a right to do anything you please, as long as it’s lawful.
If you feel oppressed, please take the step of contacting a domestic abuse organisation. Women’s Aid if in UK. They will believe you. You’ve made a great first step posting here. You don’t have to leave your husband but at least get some advice to get perspective and understand your rights and options.
In the meantime, be very clear you don’t want to be locked in, so the front door lock must be urgently changed so it can be opened from inside without a key. The previous owners shouldn’t go off with the front door key. Very odd. It means they can get back in. Ask the estate agent or solicitor for them to return it, then change the barrel.