I grabbed my 5D III ... but I don't think I can replicate this.
Exposure compensation would only be available in "P", "Tv", or "Av" modes.
If I throw the lock switch, then rolling the rear dial will cause the word "LOCKED" to appear in red where the exposure compensation info is display (momentarily as you attempt to turn it). So clearly the camera knows I'm trying to change it, but it's locked.
But I can always use the review button and I can always click the trash button to delete any image that I'm reviewing. I don't know of any way to override that capability.
This makes me wonder if there's a bad internal connection and the camera doesn't know you're pressing these buttons or turning the dial.
You may want to contact Canon for support ... this may require service.