unlocked bootloader = no effect on OTA updates
CWM = will not install OTA updates automatically, but will install them manually by flashing the zip
stock ROM = required for OTA updates, and must be the build that the OTA update is meant for
radio = must be the version the OTA update expects
bootloader = must be the version the OTA update expects (actually not 100% sure on that, but it doesn't hurt...)
If everything is right and it still won't go, I'm not sure. Flashing with CWM might actually give you more of an error message indicating what's wrong. I think the stock recovery just gives you the exclamation mark and nothing more.