So I am also trying to do this and am having a hard time making it work.
When I create a “forum” using bbPress, I do see the set patron about box, but it doesn’t lock it. I did what you described above where I create a page, and then add the forum index shortcode to that page, so theoretically the forum should be locked, but it isn’t, I can still access it.
Even if I do set the page to be locked, the “unlock with patreon” button ends up all the way at the top, hidden underneath my header.
The scenario that I would like to make happen is:
Someone comes to my site, hovers over the “Resources” tab, scrolls down to “Patrons Forum” clicks on it, then they will come to a page that Looks like my other pages with a photo background and the title of the page, and then below that would be the “unlock with Patreon” button so that once they unlock it they have access to the forums.