Keychain Access (in the /Applications/Utilities folder) has a preference to place a lock in the menu bar near the clock. Clicking this then allows you to lock either the screen or the keychain.
You can also set a Hot Corner (System Prefs > Desktop & Screen Saver > Screen Saver > Hot Corners) to 'put display to sleep.' If your system is set to ask for a password after wake or screen saver, then moving the mouse pointer to the specified corner will trigger that.
If you really want a keyboard shortcut, you could trigger a key combination to execute
at the command line (which may require a bit of extra work/research.)
I'm not aware of any third party apps specifically to achieve this because I've never bothered Googling it. The hot corners and/or keychain icon work well enough.