Most of the internet calls him... & He preferred....

Commas, spaces, periods... if only they mattered. The 'internet' can't tell a typo from a big toe. Welcome to the discographer's nightmare. Just Discogs:
Robert Lockwood Jr.
Lockwood
Lockwood Jr.
Lockwood, Jr.
R Lockwood
R. J. Lockwood
R. Jnr. Lockwood
R. Jr Lockwood
R. Lockwood
R. Lockwood Jr
R. Lockwood Jr.
R. Lockwood, Jr.
R.Jr Lockwood
Robert Junior Lockwood
Robert "Jr" Lockwood
Robert Hockwood Jr.
Robert Jr Lockwood
Robert Jr.
Robert Jr. Johnson
Robert Jr. Lockwood