Sometimes after I leave lockdown I have to log out and back in to solve a problem. The problem is that my equipment cannot be changed at all. When I click on an item in my inventory, the only option given is "compare." I have also noticed that when this problem occurs the krogmo button in the top right portion of the screen is no longer there. To me it seems like the game thinks I'm still in a lockdown game and can therefore not change equipment.
Every time this happens, you should submit a bug report by hitting the F2 button, and describing the problem.
F2 reports go straight to the devs, so it's a bit faster than the forums. Alternatively, you could submit a support ticket: http://wiki.spiralknights.com/Support_Portal