Apple's, Sonnet's, and most other copper Thunderbolt cables can be locked in place with the Sonnet two-connector lock.
In the case of using one copper Thunderbolt cable and one mini Display Port cable or adapter, the lock will secure the Thunderbolt cable without securing the mini Display Port cable or adapter.
Optical Thunderbolt cables are not supported at all with the Sonnet lock. The lock may not be used at all if one of the Thunderbolt cables is optical.