Using App Vol with Linked Clones I have came across this error a few time. Noticed in versions 2.5 and 2.9. When assigning a App Vol it will assign ok but it wont attach to the desktop. vCentre and App Vols report it failed to add disk scsi0:2 as below

The file is locked by another machine but the App Vol server has no record of which VM has it still attached. In this state the AppStack cant be attached to any VM and the AppStack cannot be copied or deleted.

You must find the VM that has it attached. Using the web client list VMs from datastore view, list it by the datastore that has the AppStack located and check those VMs. Once found remove the attached vmdk manually. Once removed the AppStack is usable again.