A percent of those that went S-OFF/LOCKED with SunShine 3.3.8 will have kernel flashing issues. We addressed this in 3.3.9 (released May 28th 2016 5PM PST).
Either go back s-on/unlocked and redo sunshine (may throw an error, if it does lmk and i can fix on server) or go s-off unlocked. This was one of those errors that only occurs on other people's phones, so it was a PITA to track down.
HTC has made some changes into how the lock status are handled. The old methods are no longer safe, and can/will revert on you, or damage your device.
To deal with this we added a feature to SunShine to allow you to pick your bootloader status.
On the HTC 10 S-OFF LOCKED will behave the same as S-OFF UNLOCKED in addition to having all the S-OFF perks.
To get back LOCKED, make sure your phone is UNLOCKED and S-ON. Run SunShine, pick the "S-OFF LOCKED" Status, and let it complete.
At this point, if you want to go s-on, then you can flash your stock RUU and run "fastboot oem writesecureflag 3" in download mode.
We currently recommend the S-OFF LOCKED status, as S-OFF will force the device to behave unlocked anyways.