If you updated your phone to the latest FPOS release (175) before installing CalyxOS, that could cause issues since the patch level of the factory images linked in the instructions is lower.
Try the newer 4.4.1 factory images, those should have the right patch level.
Whatever you do, don’t manually lock the bootloader!
The Matrix channel is the best place to ask for help, there’s usually someone around who knows what to do.