@drrkdrrk My Mill is not vertical, so I have no experience with this, but in other posts and in the Sienci blog, there is a mention of adding counterweights to the Y axis. If I recall correctly, the conversations were more for reducing wear and fighting gravity while running the Mill, but I suppose the same solution would address your question.
Search on “vertical milling” and you will find these discussions. They don’t talk about “locking” the Y axis, though, so they may not be what you are looking for.
Just out of curiosity, are you finding that the Mill moves downward while you are not using it, or are you just trying to avert that problem?