Return it. Buy directly from Google. Their "unlocked" phones are confirmed carrier and bootloader unlocked.
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Your carrier (T-Mobile, Verizon, etc) has locked your phone to 1: only use their service and 2: only use stock pixel os
As far as I know there's nothing you can do except wait until it is unlocked from the carrier, which usually happens after some period of time or until the phone is paid off.
I also don't know if this will actually allow you to unlock your bootloader but the note on the screen suggests that it would
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