In the PC control mode, when I try to load tracks from a USB device or by Wi-Fi, “LOAD LOCK” is displayed and the tracks cannot be loaded.

When Load Lock is on, tracks cannot be loaded onto the deck in the PC control mode. (Tracks cannot be loaded even if the track on the deck in the PC control mode is paused.)
To load the tracks, set the UTILITY -> LOAD LOCK setting to “OFF”.