Heard similar stories about localism in Lanzarote before going there and saw graffiti saying locals only etc... here and there.
My experience in the water was pleasant enough though.
Probably helps to be on your own and not turn up to the line up with a crowd.
On point breaks/ reefs sit wide and respectfully wait in line/ tolerate being snaked by the locals.
Be polite, smile, say 'ola', give a 'whoop' when someone catches a good one etc..
Had some great surfs at well known breaks and got called into waves at some spots.
Caveat being - it was 15ish years ago and things may have changed but surely if it's just you, you are being respectful and you don't drop in or snake anyone, there's nothing for the locals to get agitated about. If you get the vibe that you're not welcome paddle in and go elsewhere.