Please try to enter the freeze code first.
Sometimes the phone does not ask for this, but it needs to be entered.
Guide on z3x youtube channel.
Freeze code: 42581639
Net lock: 46920716
There may be several reasons why your phone does not accept the code.
One problem can be that the phone is non-updated or after firmware downgrade. Just upgrade the phone to the last firmware version and do the master reset, make OEM unlock, the phone will accept the codes.
Also, check maybe it is TMB phone with not original firmware.