Oh …
… you were one of the people who had to stay on Android 11 for now because the provider still hasn’t signed off on the update.
Yeah, support definitely shouldn’t have advised you to do anything manually at all. I haven’t had my hands on the parallel A11 update you got, but I suspect it has a patch level that’s somehow incompatible with the A12 factory images you installed, which triggered rollback protection → 
You didn’t update your phone, you flashed it back to factory and yes, locking the bootloader enables the safety features mentioned above, you would have been fine if you’d kept it unlocked.
The OTA update wasn’t coming through because you are not supposed to get it yet, it was working as intended.