if you turn off all the hot radiators, does the cold one then warm up?
if so, it is most likely because there is an easy passage of flow through the hot one(s).
If there is an easy path, them the hot water will tend all to go through there, especially if it is closest to the pump, it will circulate through the path of least resistance........
etc
etc
if all the hot water is flowing through the easiest rad, there will be none left to go through the others.
Come back when you have closed all the lockshields and opened them not more than half a turn. From that point, only adjust any lockshield by a quarter turn at a time. close the hottest ones down and feel all the return pipes to see if they are about the same temp. if not turn down the hottest one a shade, wait ten minutes, and feel again
if you read the earlier posts on here, you will see this has been mentioned before.