How to replace the fuses so that my OBD scanner can connect?

The fuse for the ALDL connector is fuse M3 in the TIPM under the hood. It feeds pin 16. However, Jeep and other Chrysler products are known for having ground issues as well. As such I would also check the ground circuit at pins 4 and 5. The easy way to do that would be with a simple test light. Use a paper clip in the clamp end and touch that to pin 16, then use the tip on the light to touch pins 4 and 5 if it lights in both pins the fuse, and grounds are good. If not you can use the light to test the fuse as well using the method in the instruction guide.

https://www.2carpros.com/articles/how-to-use-a-test-light-circuit-tester

Looking at the wiring diagram the ground for the ALDL is shared by a few other items that might be related to your other problem as well. It is located behind the trim panel in the drivers footwell. What they like to do is take a bundle of ground wires, stick them into a single connector and crimp it. Then after a few years one of the inner wires starts to corrode and causes multiple issues, but if you just look at the crimp it looks fine, until you tug on the wires.
This shows a similar ground problem and the repair. In your case the connection would be similar but under the dash attached to the a pillar. Remove the trim panel and it's possible that ground 201 is also corroded. You can jump to the 20-minute mark to see the problem and solution.

https://www.youtube.com/watch?v=WCIt0uKLE9g

As for the locks, they are also on that same ground, but if the physical key doesn't work in the door lock, that wouldn't be a fuse but a mechanical issue in the lock. Or do you mean the power locks don't work on the door and the remote on the key?

Okay, I would check for that ground and power for the OBD connection first. Then if the locks still don't work post that as a different question, please, that way we keep searches on different topics apart. Thanks for the clarification. Add that to the new question as well as whether it's all doors or just the driver's door and whether the passenger switch works. Thank you.