So you have a Sony Xperia ZL with a locked bootloader and you are an Android nerd (we can understand the urge to flash to a custom ROM), well the great developers at xda are at it again.
They have released a version of ClockworkMod recovery for the Xperia ZL with locked bootloaders, what does this mean? Well, it means that if you have a Xperia ZL with a locked bootloader you can still go ahead and install ClockwordMod recovery on it.
Now that we have a custom reocvery up and running on the Sony Xperia ZL custom ROMs should not be far away. For instructions and download links head over to the original thread at xda-developers.