Semiconductor lasers subjected to optical feedback have been intensively used as archetypical testbeds for high-speed (sub-ns) and high-dimensional nonlinear dynamics. By simultaneously extracting all the dynamical variables, we demonstrate that for larger current, the commonly named "quasiperiodic" route is in fact based on mixed external-cavity solutions that lock the oscillation frequency of the intensity, voltage, and separation in optical frequency through a mechanism involving successive rejections along the unstable manifold of an antimode. We show that chaos emerges from a crisis resulting from the inability to maintain locking as the unstable manifold becomes inaccessible.