Hello, just to update my story.
After a few days searching for a good quality valves I found the right size in a local FORD dealership. The tread on the brass stem is 9mm long and this is enough to provide a space needed for the locking nut. The quality is much better then those NO NAME valves sold by most local tire shops.
Tried to use the lock nut but… it is not locking as expected. Made 10 or more attempts to tighten as I can the lock nut with the wrench, holding the sensor with other hand to prevent it to unscrew. After every locking attempt I was able to unscrew the sensor by hand with no huge force applied.
Tired on both my Front sensors with 2 different locking nuts - no significant force needed to unscrew them.
After these attempts to hold the sensor tight while locking I ended up with a lot of small cracks on sensor caps.
In the end - I decided NOT TO USE LOCK NUTS at all.
I will remove the sensor easily prior car wash or when need to change tire pressure,
Lock nuts are blocking proper fit of some tire pumping nozzles on gas stations (they are long and need to remove the lock nut to put air inside the tire) so I will not use them on valve stems.
If I need use so much force holding the sensor on every locking attempt - I will have to change sensor caps every few months.
Cons: There is a chance of sensors theft.
On the end I will be happy if I can order a spare sensor caps signet FRONT LEFT and FRONT RIGHT to replace the cracked.
Thank you for reading and do not use too much force tightening your sensors - will ruin the caps.
P.S. I think the locking is possible using another thin wrench to hold the SENSOR nut, bu the size of this nut is 9.5 so I guess I cant find any.