HI there, this might help, i am a noob, so those who knows better, please correct me if i'm wrong..
I tried to S-OFF my HTCDev unlocked DS, i wiped cleaned the ROM and followed instructions and all, cut long story short, i locked my bootloader with no ROM installed and I couldn't even go to recovery, only on bootloader page..
so i visit the HTCDev site again, and unlock it again, and then i could go to my recovery.. from there, it was a matter of copying the custom ROM and flashing it and i was able to use it again (i was so scared at that time that i may not be able to use the DS again)
after that, i went back to S-On unlocked
So i followed one of the thread mentioned in the INDEX thread, specifically the one dated 18 NOV 11
Follow that closely step by step, i repeat, step by step..
and again, if you already relocked your device and can't get to CWM, just go to HTCDev, and unlock it again, start from the beginning.. and after you have done so, then follow the guide mentioned above..
I know it works because i was in the same exact shoes as you before, Re-Locked, and can't get back to recovery.. just unlock it again and you are good..
(however, as usual, i take no responsibility if anything goes wrong, this is what i did and i just want to share and help you, so proceed with utmost caution