When you say to close a premises, it depends on what it is for.
1) If it is for rent arrears, then yes - if your lease has a right to enter the lease, then they can come in and change the locks
2) If it is for a debt, then the answer is no - they can not change the locks.
I understand that you rent a shop, but that it is sublet.
I have suggested you contact the bailiffs to find out what documents they hold from the Landlord.
I have also suggested that you get a public access Barrister to assist.
You can get one at: www.clerksroomdirect.com
Can I clarify anything for you about this today, please?
If you need anything further I am available for a follow up at no extra cost.