Apple - What is the (external) keyboard shortcut to lock my screen with the screen save

Open System Preferences -> Keyboard -> Shortcuts -> App Shortcuts. Then click on the plus sign under the white box that has the different options in there. Name it 'Sleep' and give it the ⌘⌥F12 command (cmd + opt + F12). You can set it to whatever you like but most keyboards already map F12 to the eject key so if you get a different keyboard it may work already by default. Remember to also change your settings to require your password after a set time after going to sleep. Hope this helps, I searched for awhile to find out how to do this and couldn't find any good answers.

You can use Control + Shift + Eject to put your display to sleep but also to lock your screen. If you don't have an Eject key, you need to use an Automator based workaround to assign your own shortcut. Alternatively, you can set a Hot Corner for the screensaver to start in System Preferences.

For the locking to work, you have to tell OS X to require a password immediately after sleep in System Preferences > Security & Privacy:

When this is set, the above key combo will lock your screen and a password is required to unlock it.