420 sel door locks individually ony . it use to lock all doors with one key

If the dealer had change the part you sayd ask them to reset the ECU or the main computer off or car it should solve the problem

Power Door Lock Operation
The vehicle is equipped with power door locks. Each lock actuator is powered and controlled by the door module mounted in the individual door, but the rear integration module (RIM), which is the master control for the door lock system, determines when the lock functions are permitted. The RIM receives and examines the requested lock function from the individual door modules, or from the remote function actuator (RFA) via the class 2 serial data circuit. The RIM also examines the transmission shift selector position and the ignition switch position information available over the Class 2 serial data circuits. If the RIM determines that a lock or unlock function is permitted, it sends a class 2 message back to the individual door modules commanding them to perform that Lock or Unlock function.
Power Door Lock Components
The power door lock system consists of the following components:
?€¢
Driver door lock switch

?€¢
Passenger front door lock switch

?€¢
LH rear door lock switch

?€¢
RH rear door lock switch

?€¢
LH middle door lock switch (w/ V4U)

?€¢
RH middle door lock switch (w/ V4U)

?€¢
Driver door switch assembly (DDSA)

?€¢
Driver door module (DDM)

?€¢
Passenger front door module (PDM)

?€¢
LH rear door module (LRDM)

?€¢
RH rear door module (RRDM)

?€¢
Left middle door module (LMDM) (w/ V4U)

?€¢
Right middle door module (RMDM) (w/ V4U)

?€¢
Driver door lock actuator

?€¢
Passenger front door lock actuator

?€¢
LH rear door lock actuator

?€¢
RH rear door lock actuator

?€¢
LH middle door lock actuator (w/V4U)

?€¢
RH middle door lock actuator (w/ V4U)

?€¢
Driver door cylinder unlock switch

?€¢
Rear integration module (RIM)

?€¢
DRVMDL fuse (10-amp)

?€¢
PASS MDL fuse (10-amp)

?€¢
RRDR MDL fuse (10-amp)

?€¢
Class 2 serial data link

This is a safety feature to prevent individuals from locking their keys in their car.

The manual unlock is operated by a set of small levers in the door. Either the connecting rod between the key mech and the door lock has become loose or the mechanism inside the lock itself is faulty.
Modern cars don't like being unlocked manually, you might have tripped the security system by trying to unlock the door, which could be why the anti-theft mode is giving you a warning. It's usually more of a warning that someone has tampered with the door locks and couldn't gain entry or something like that. If your car came with a manual for the security system, read up on it.

Take off the door panel and press the lock/unlock buttons to see what is not connected.

This is not a good thing. Ford uses a computer called the GEM and that means General Electronics Module. It controls:

• Low Coolant Indicator On Cluster
• Brake Indicator on Cluster
• DRL - Control
• Wipers
• AutoLamps
• Rear Defrost
• Interior Lamps(dome)
• High Beam Indicator only (cluster)
• Low Coolant indicator
• Key-in Buzzer
• Seatbelt indicator only (Cluster)
• Trunk Pop Relay
• Power Locks
• Door Ajar Sensors
• Door Keyless entry pad
• Remote Keyless Entry
• One Touch Down (power window)
• Air Bag Tone
• Anti Theft (perimeter Alarm) (SEL, or SE(s) with mods)
• Lift gate ajar (wagon)
• Liftgate Pop
• Accessory Delay signal (accessory that work after engine off, prior to door ajar)
• Battery Saver Relay signal (accessory that work after engine off, 15 mins) Map lights, vanity mirrors

They are located behind the radio in the dash and they are $$$ about 600 USD.

your radio is shorted to your door lock circuit
take your car to an auto electrician as the repair is complex

Have you checked the fuses for those circuits ?

The door lock actuator is stuck in the lock position you will need to slim jim it open meaning you will have to lose the door lock actuator on the driver sideor replace the door lock lock actuator

Inspect first the wiring of the car. A grounded wire may cause this.