Did you check your phone settings? Mine has an option to add it to the power menu, so you get to it by whichever method you use to do that (which itself is sad that phones are starting to differ in what the power key does).
replyOn Pixel phones, Power + Volume Up retrieves a menu where you can select "Lockdown".
replyNot on my Pixel phone, that just sets it to vibrate instead of ring. Holding down the power button retrieves a menu where you can select "Lockdown".
replyOn my 9 you get a setting to choose if holding Power gets you the power menu or activates the assistant (I think it defaulted to assistant? I have it set to the power menu because I don't really ever use the assistant.)
replyYes, that was the default for me, but I changed it in settings.
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