Just because it’s new doesn’t mean it’s not the problem.
If the brakes only lock on when the engine is running, then something is causing the servo to operate. The valve on the end of the master cylinder is what opens one side of the servo to asmosphere, causing it to apply the brakes. Theres a little pushrod in the end of the master cylinder that operates the valve, that can stick. Also the valve can fail to seal, causing a vacuum leak. Another option is one of your vacuum hoses is collapsing, acting as a one way valve. It needs proper vacuum hose, heater hose won’t do. Do they lock on the moment the car is started, or do they stay on after the first push?
If you search the web for Jaguar sticking reaction valve, there’s several sites explaining how the system works. It should be in the Rover workshop manual too.
What grease have you used on the servo components?