From The Heretic Knowledge Vault
Locke hasn't appeared in the actual story yet, but since he's in the ongoing "Fun with Familiars" filler art, he gets an article of his own. He's another familiar designed along the same lines as Ellis, i.e., a winged, talking cat. Locke is somewhat smaller than Ellis and is tuxedo-colored (mostly black with white trimmings), but is otherwise very similar in build.
Locke is owned by Rokku Sona, who purchased him as a study partner.
His first appearance is here, where he describes Ellis as his "favorite littermate". This makes you wonder how much of a pain in the ass the other members of that "litter" must be.
Locke has had a few brief appearances in the Errant Road free-form role-playing game, showing up in various settings connected with PC Layla. As usual when Locke is around (and particularly when he's around Kureji Mesuinu), these encounters can reasonably be described as "confused."
Status as Littermates
In FwF's "loose canon", Ellis and Locke aren't littermates so much as batchmates. Familiars, at least the flying cat line, are created in large batches (for the purpose of efficiency) and often left in these same "birthing groups" until they are split up to be sold. Ellis and Locke were part of a single batch and made out of the same raw materials, therefore they share the same similarities that real genetic relatives might. Locke and Ellis were also sold to the same store, meaning they had extra time together to bond (much to Ellis' displeasure).
Most familiars do not retain family bonds from this formative period, (or if they do, they don't let them show) but Locke does for reasons not yet explained. This post goes into more detail.