Which phone? Carrier? You may be able to use Odin and firmware from samfirmware.com.
From what I have done with my Canadian s3, which is an i747m, I can downgrade from 4.1.2 to 4.1.1 with no problem via Odin. The bootloader is not locked. As far as I know, the only bootloader the could be considered "locked" would be in the stock 4.3 ROM. Once your phone is on 4.3, you cannot downgrade the bootloader.
You won't brick. I've downgraded several times. You're most likely to brick with 4.3, and not 4.1.2, 4.1.1, or 4.0.4.
Sent from my SAMSUNG-SGH-I747 using XDA Premium 4 mobile app
Thanks, I did the downgrade without any problems and now I'll try to flash a custom rom, even though I still see that the bootloader is still enabled using the 4.1.1
Since you're on 4.1.1, you should unlock your phone using the free method here: http://xdaforums.com/showthread.php?t=2529200
Then use Odin to go back to 4.1.2, install Philz, wipe, and then flash your ROM. You can only use the free method when you are running stock 4.1.1.
It will always say enabled on stock.
You cannot Odin back to 4.1.2, and probably not OTA either. You can only sideload an update.zip through adb or flash a 4.1.2 Rom.
Sent from my SAMSUNG-SGH-I747 using XDA Premium 4 mobile app
Because everytime I flash a rom, everytime I'm doing a call the screen goes black and can't do anything, I flashed 3 roms (AOSP, MIUI and AOSB) y the three of them gave me the same problems. I heard that I needed to update the Bootloader but I want to be 100% sure before doing it
Thanks, I did the downgrade without any problems and now I'll try to flash a custom rom, even though I still see that the bootloader is still enabled using the 4.1.1