An open slot in the Locked Start section results in a no-SP penalty (which effectively gives the other team 3 addition runs in the final score). Relief pitchers will be used for the game. If those are exhausted a AAA pitcher will conclude the game (giving up 2 earned runs for each inning pitched).
Note that if the first listed relief pitcher (first long reliever in Ultimate Leagues) happens to have a starting performance in his stat pool it will be used to begin the game. Even though it's a start the no-SP penalty is still used because he had not been locked-in for the start.