Not possible to archive REL status orders. Order should have CLSD status.
There is no relation between closing the order & period lock. What is the error you are getting while closing the order?? Post that error.
Hope, confirmations or goods movements might have been done for those PM orders. As settlement have not been done, Closing of order might have given the error.
If so, open FICO periods as per the order periods & do the settlement. Then close the order. Then try archival.
Note: As much as information you give, as fast as you will get proper responses. Keep more information in your thread always.