Use Odoo's Server Action solution!

Go to Server Action menu under Settings, first enable the developer mode...

Add new Server Action called Unlock SO.

Select Base Model: Sale Order

Select Action to Do: Execute Python Code

Type the code below under Python Code tab:

if env.context.get('active_model') == 'sale.order' and env.context.get('active_id'):
    model.browse(context['active_id']).write({'state':'sale'})

Then click the Add in the 'More' menu..

Done!

The menu will appear in the Sale Order form, Action Button -> Unlock Order for you to unlock the locked SO.