There are way too many variables to consider. Empty, loaded, on the flat, pulling a grade, T/H mode, or not, heavy right foot..... etc.
It can lock up in 2nd,3rd,and 4th gears. It can provide some engine braking on down grades in T/H by locking up in 2,3,4. It is a fairly complex scenario and impossible to tell you exactly how it will act in such a general sense. Drive it around, you can feel the convertor doing its work, you can feel the shifts, you can manipulate the T/H button. If you think it isn't working correctly, make a post about just what the conditions were and what you think might not be right. It would be much easier to be helpful with some more info.