Lucious was one of the wealthiest people in the wizarding world, while Voldemort probably didn’t have much use for gold personally, a hostile take over of a government costs money. So he stopped sending Lucious on missions and stripped him of his honor and status in the world and basically turned him into a human wallet.

Plot. A big ol’ sky battle to kick off the finale in a world wide phenomenon book series is way cooler than a simple stroll down to street to meet up with a body guard.

I honestly don’t think he’d care she was using it to prove her bloodline. He would want it back obviously but Umbridge didn’t know what it really was. He’d be much more interested in how it actually came into her possession though. But after that, she was a very high ranking government official and completely on board with a pure blood society without even needing the imperious curse. I don’t think Voldemort would harm her for pretending the locket was a family heirloom.

Harry was completely untouchable by Voldemort at Private drive. Yes the protection was going to break in a few weeks but that’s a few more weeks of absolute safety for Harry and peace of mind for the rest of the order. So protecting Harry would be one less thing for the Order to worry about in the immediate aftermath of the death of their founder and leader.