Custom rom with locked bootloader

I have some quentions:
Hey guys, i was wondering if it's possible to flash a custom rom without unlocking the bootloader and without installing other recovery.
Or if it's possible to edit the stock rom , and add new features , mostly customize , and flash it with locked bootloader and original recovery.
I heard somewhere that in some cases it can be done with locked bootloader .
What happen if i try to flash a custom rom with locked bootloader and original recovery?
Could this brick my Moto G ?
Could the bootloader be locked forever?
I wan't to keep it fully original ( Bootloader and recovery) and install Android 6.0
If this not possible i want to edit the stock Lollipop 5.1.1 rom , add some features and tweaks , and flash it , would be possible?

Luis

Moto G XT1032
Android Lollipop 5.1.1
16Gb

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