The problem I see with the needle that Jake has pictured is that the little hook bit would tend to snag fibres inside the core. It would just take a bit more care when drawing the tail through, is all.

(That 'needle' is available at fabric stores - it's used for drawing elastic through casing.)

No, you don't need to lockstitch a correctly done Brummel splice. It locks itself. (That said, I do lockstitch them anyway.) Brummel splices are also known as Möbius Brummel splices. The caveat is CORRECTLY DONE.

A simple tail bury, as Jake has pictured, in hightech low friction lines, will be just fine as long as the line is loaded (the 'chinese finger puzzle' effect).

What happens (disclaimer) IF YOU DON'T LOCKSTITCH A SIMPLE BURY IN HIGH MODULUS LINE is that when the line is NOT loaded, the low friction of the slick high modulus line enables the buried tail to slip right out.