Iphone 6splus shuts down when i lock my screen

I recommend you to backup all your data first (and restore it after doing 2nd step): How to back up your iPhone, iPad, and iPod touch - Apple Support

Then restore iPhone to it's original state: Restore your iPhone, iPad, or iPod to factory settings - Apple Support

Doing that will probably fix the issue, otherwise it's most likely hardware issue - repairing your phone is nearest Apple Store responsibility - feel free to contact them!

Never heard of something like that before.

I would bring it to Apple for diagnostics.