Finally, I got it unlocked. Long story, short(ish)
Bought it at Amazon Mexico, from a US vendor (
https://www.amazon.com.mx/dp/B094PPCP8V?psc=1&ref=ppx_yo2ov_dt_b_product_details). The 128GB version for MXN 6400 (around USD 300). Brand new, sealed box, original charger, the works.
Many failed attempts to get through AT&T came,, but an important point for non-US buyers: when the att.com site detects that you come from abroad (at least in the case of Mexico), it redirects you to att.com.mx (AT&T Mexico's home page). So, for us, the
https://www.att.com/deviceunlock/ "does not exist". I connected to my company's VPN, and with that, I could reach the device unlock page. If you have no VPN, take the test period of any reputable VPN service, and off you go.
Finally, I went to Microsoft support site. Have your Microsoft account logged in (Outlook.com or whatnot). As others have pointed out, make sure you are talking to a Surface Duo specialist. They've seen this happen. This girl Gabby was really helpful. She had to escalate, talk to the supervisor or something, find out they didn't have the codes anymore, and when she said "I will open the request with AT&T for you, I explained that I had done it (3+ times) to no avail. She told me not to worry, that she would be explaining what needed to be explained. I don't know if she opened a ticket the same way all of us have, but then she contacted someone inside AT&T about the ticket, so they can deal with it properly.
Minutes later I received in my email a new "unlock request" message from AT&T. I feared that the next day it would be rejected again. But the next day it said "we're working on it". And the next day, and the next. A week passed by, and finally, I received the code!
And... it failed! As others have pointed out, the code ended with zero. So I replaced it with 1 (failed), 2 (failed) and finally, 3 was the lucky number.
I'm loving my Duo! Two screens is the way to go. I remember seeing the MS Courier project years ago, and wished it would materialize some day. Now, I hope it does not dissapear. This device is awesome!