Can I capture something without unlocking my phone?

Yes. There are four ways in that do not need you to unlock, find the app and pick a list:

• A Lock Screen control or widget, which starts a recording straight away.
• The Action Button on the iPhone models that have one.
• Siri, hands free.
• Your Apple Watch, with the phone in another room.

Each of these can be pointed at a particular list, so what you capture lands where it belongs without you choosing.