Is the function $x\cdot|x| \equiv \text{sgn}(x)\cdot x^2$ Locally-Lipschitz?
I believe is indeed locally Lipschitz since is continuous ans its slope is bounded on every compact-supported section.... but since $x\cdot|x| \equiv x\sqrt{x^2}$ and $\sqrt{x}$ is not locally Lipschitz, I am not $100\%$ sure... hope you can corroborate it.