ipad pro autolock not working

Yes, oh yes, you've rebooted or restarted? They are different procedures.

Did you do this procedure?

1. Tap the volume up button and quickly release
2. Tap the volume down button and quickly release
3. Press and keep holding the power button (keep holding past the swipe to shut down) until the Apple Logo appears then let go and your iPad will reboot

It's not dangerous in any way and is a highly recommended solution which often fixes little niggles. It does exactly what rebooting a computer does. Only on the new iPad Pro models, this is the process required to reboot. You will not lose any data or settings. You may resolve your auto lock issue.

What have you set Auto Lock to in Settings?

Have you tried rebooting your iPad? Is your new iPad Pro one with a home button or one with Face ID?

Do exactly what I posted above.

Yes, that's completely correct. It's called Attention Aware. It didn't occur to me to ask you if you were looking at the iPad waiting for auto lock to engage.