I know it’s not mentioned in their instructions and they weren’t clear about it when people asked them on Matrix in the past, but they are shipping critical partitions and there is code in flash-all.sh to flash those. What would be the point of including those if you don’t want them to end up on the device? 
Fairphone had to be made aware of that command as well and they subsequently changed the documentation to include it. So if you follow the official Fairphone guide to unlock the bootloader, you’ll end up with critical partitions unlocked as well.
As I was saying, those critical partitions are still the same across the different custom ROMs (and stock FPOS) as far as I can tell, so you probably don’t have to change something on your newly installed system because you already were on the right version, but that might not be the case in the future.