"....but I can never get the arrows to match up?"
They should.

/emoticons/
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"How do I know if they are for sure locked in?"
Jack up front...lock one hub..spin wheel, it u-joint spins (where it enters the brake backing plate) then it's working. Un-lock & see if it remains still with a spin of the wheel. Do the same on the other side.
--OR--
You can spin the wheels (pop the clutch) in the dirt & see if the front digs a dent in the soil.
--IF--
They need cleaning & greasing..., (that's usually why they stick & won't lock & unlock) it's pretty easy. Best to have a manual. Lay down a towel & place things in order as they came out., clean/grease & put back in order.
Clean & re-pack wheel bearings while in there.
A little messy but., a "1 banana" job. :-"
P.S. heavy/dirty/water/mud wheel'n ---- this should be done at least once a yr. Deep mud/water---- probably after ea. trip.