We do not provide a means of locking a user into their profile. There's too much risk of getting stuck in an infinite loop. You'd have to try and do this using CB Auto Actions, but again comes with risk. I would just lock them out of whatever feature those fields are required for until they complete those fields and avoid forcing them to stay on profile edit.

How do I get this working using AutoActions, I will admit I don't really get how this is risky, EasyProfile had this as a standard feature, it should not be that difficult for CB to check "are all required fields completed" if yes allow access, if no redirect to edit page.

It will directly conflict with Joomla's MFA if in use and Joomla's reset password if in use. If the redirect is not done carefully it could result in an infinite loop of them constantly sent back to profile edit. I didn't say it wasn't doable, but that there's risks. To do this from CB Auto Actions you'd likely need to create a redirect action on the onAfterRender trigger. Example as follows.

Global
Triggers: onAfterRender
Type: Redirect
User: Self
Access: All Registered Users
Conditions
Field: Custom Value
Custom Value: [cb:if application_context="frontend"]ENABLED[/cb:if]
Operator: Equal To
Value: ENABLED
Action
URL: [cb:url location="profile_edit" /]

The condition ensures this only applies to frontend. Now add extra conditions to check if their profile is completed or not. If your conditions are met it should send them back to profile edit. I'm unsure if this will interrupt the save process. If it does some additional conditions will likely need to be added to prevent that.

Also in CB is it possible to set a field as required, but on the front end only, I don't want a situation where an admin can't update one field via the back end because the other required fields have not been completed.

Within CB > Configuration > User Profile set "Fields Validation in User Management" to "No" and you'll be exempt from most validation checks in backend profile edit.