Grapping at straws here, as I don't have any of your kit, but:
You set the Korg's clock to internal surely?
Keep it at 44.1KHz if possiable, 48KHz I think is the norm on Trinys.
That way the recording device (the Sony CD recorder) can then sync to it. That's why the Sony is saying 'unlock' there's nothing for it to clock to.
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The Sonic Energy Authority - a sound investment
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The Sonic Energy Authority - a sound investment