I'm going to assume that when you say "word clock", you acutally mean sample rate. (Word clock is a specific signal that does not connect to AES).
Your problem here is that you have the sync source ("Source:") set to internal. Your AES signal is coming from something of a similar sample rate, which is why it is slipping rather than showing unlocked.
You have two options:
1) (Probably best) Set "Source": to lock to AES11/12. This means that the whole H8000 will be running at the exact same sample rate as whatever is feeding it. It should then show AES11/12 as locked.
2) If you really need the H8000 to be running on internal sync (can't think why) you should connect your AES signal to AES1/2 and then enable sample rate conversion.