Macbook asks me Pin-code for unlock this Mac

If the lost device is a Mac, then if is it still turned on and has internet access, iCloud will tell it to reboot. (If it is offline, it will lock up next time it comes online; if it never comes online again, you are unavoidably out of luck.)

Before rebooting, however, your Mac will reconfigure its boot-time firmware so that instead of loading OS X directly, you’ll start at a pre-boot prompt asking for a four or six-digit code:

The code is a so-called “system lock PIN,” and you choose it when you activate Lost Mode.

While you’re at the Lost Mode lock screen, you can’t activate the usual boot-time options to access your Mac via other means.

So you can’t reboot from USB, or mount the disk in Target Mode from another Mac over a FireWire or Thunderbolt connector.

If I posted a link to that it would be removed as it mentions workarounds. :(

Did you enable 2 factor authorization at Apple?

That would send aPin/Code to your phone.

Oh you mean the Disk got encrypted somehow???

I don't suppose Safe boot works?

Safe Boot from the HD, (holding Shift key down at startup), does the problem occur in Safe Mode?

Maybe Malware???