I am training a new administrator and I have created an
Assistant Administrator account in the Domain Admins group. However, as a measure of security, I would like to prevent him from locking-out Administrator. Is it possible to do this?
It's not possible. If you give someone Domain Admin, anything that you put in place can be skirted.
If you don't want this new admin to have unchecked powers right away, then you'll need to take him out of the Domain Admins group. You can make a new group and delegate only what you want him to be able to do to that new group. The Delegation Wizard in ADUC has a lot of predefined tasks available for delegation.