K8y Assuming you mean Lockdown mode like iOS, this doesn't exist in GOS, they expose more security settings via the exploit protection options in Settings.
There is a "lockdown" mode via the lock screen, it basically requires you to enter your PIN / Password again, instead of say biometrics.
To note further on this, lockdown mode is not the same as a BFU (Before first unlock), BFU is essentially the most secure the phone can be, lockdown mode keeps the phone in AFU mode.