We study second and third harmonic generation of ultrashort pulses in a cavity environment and focus on the role of a phase locking phenomenon that causes the pump to trap and drag the generated harmonic fields. The results reveal strong field localisation and resonance conditions for the phase locked components, which are tuned in a spectral region of huge nominal material absorption. This unique behavior suggests the possibility of new optical phenomena and new applications for opaque materials (i.e. semiconductors) in the visible and UV ranges, such as new laser sources with relatively high conversion efficiencies.