How to catch manual UI cancel of job in Jenkinsfile

You can add a post trigger "cleanup" to the stage:

post {
    cleanup {
        script { ... }
        sh "remove lock"
    }
}

Non-declarative approach:

When you abort pipeline script build, exception of type org.jenkinsci.plugins.workflow.steps.FlowInterruptedException is thrown. Release resources in catch block and re-throw the exception.

import org.jenkinsci.plugins.workflow.steps.FlowInterruptedException

def releaseResources() {
  echo "Releasing resources"
  sleep 10
}

node {
  try {
    echo "Doing steps..."
  } catch (FlowInterruptedException interruptEx) {
    releaseResources()
    throw interruptEx
  }
}

Declarative approach (UPDATED 11/2019):

According to Jenkins Declarative Pipeline docs, under post section:

cleanup

Run the steps in this post condition after every other post condition has been evaluated, regardless of the Pipeline or stage’s status.

So that should be good place to free resources, no matter whether the pipeline was aborted or not.

def releaseResources() {
  echo "Releasing resources"
  sleep 10
}

pipeline {
  agent none
  stages {
    stage("test") {
      steps {
        parallel (
          unit: {
            node("main-builder") {
              script {
                echo "Doing steps..."
                sleep 20
              }
            }
          }
        )
      }
      post {
        cleanup {
          releaseResources()
        }
      }
    }
  }
}