Short answer
Leave a bag only where you can return to collect it. Tell the planner where you are going, bag size and collection timing; it will show a source-backed next step, with uncertainties made clear.
The corridor
Uno Station and Uno Port are separate places: walk from the station to the port for the ferry to Miyanoura Port on Naoshima island. Ferries also connect Miyanoura and Takamatsu Port. Check the operator's current route and boarding point before travel.
Also useful for Setouchi Triennale 2028
Traveling between Okayama, Uno Port, Naoshima and Takamatsu for the Triennale? Use this year-round planner to decide where to leave your luggage.
Official sources
The local pages link to each operator or tourism authority. Ferry times and disruptions must be checked with Shikoku Kisen. This tool has no live availability or guaranteed locker fit.