[Q] My HD2 Unlocked phone is locked to HG3

The handset I referred to ended up scrapped for parts, it was originally lock to to orange & was unlocked via paid software unlock from developer on xda.
Once unlocked used with O2 network but when wanted to use another sim had no luck getting it registered, even original Orange sim would not work.
Has been known for unlock to cause issue as process rewrites a memory block & it can go wrong but is very very rare.
Your symptoms are slightly different.
Really sounds like network authorization with device has an issue, really needs a tech from a network to review any issues they might see from there end.
Only time I have personally seen same as yours is with blocked IMEI & an incident I had with a Touch Pro which was my device accidentally being blocked due to my network making a blunder & took many calls as call staff generally know less than a clued up user & finally a personal trip to there head office & a network tech to review stystem data there end to resolve.

Your device was factory unlock to start with ?
UK model ! you tried getting generic ROM from HTC website ? (look at wiki)
Has it ever work on another network since you owned it ?
Has it been opened ? (void sticker on screw not present or other signs)

I would try get it flash with HTC generic ROM or get HSPL 2.08 on it & install an NRG WM6.5.3 ROM & radio 2.15.50.14 or 2.12.50.02_2 & see how it goes !