He's being incredibly petty, and punishing you and your younger children for having them.
I'd be telling him that the piano will not be being locked, and that it's unreasonable of him to expect your shared daughter to behave in this way towards her siblings, it's unkind, selfish, and mean.
Then I'd make it very clear, that if he outright won't change his stance on this, he either collects the piano within 7 days, or he starts paying you storage fees for it. Say £50 per week.
I'd also point out, whilst he's such a petty person, that you and your children are unable to use the shared family room it's in whilst your shared daughter practices and have her lessons, so you'll be charging him rent to cover that also, unless he wises up and stops being so damned petty and unreasonable.
It is outrageous that he would buy her such a large instrument that is being kept in shared family space and forbid others from using it.
There are always people giving away pianos online, try facebook marketplace, you'll just need to pay for a specialist removal firm and a piano tuner.
I certainly wouldn't be dancing to your ex-husband's tune, he's bitter as fuck and it's very ugly.