What skills can I train and what modules can I fit to be able to lock more targets?
pyx
Once you have reached Targeting V you can train Multitasking which is a continuation of the Targeting skill for a maximum number of 11 targets (without modules) Though as was previously mentioned, your ship's max allowable targets is a limiting factor in judging the priority in which one would train further into Targeting skills. No sense in being able to target 11 things when your ship only allows 5.
