That "lock" icon is the one shown in If your Mac doesn't start up all the way - Apple Support:

That one is asking for the EFI Firmware Password. It won't appear unless you are attempting to start from macOS Recovery or a startup disk other than the one selected in System Preferences: Change your Mac startup disk - Apple Support.
The Firmware Password may have been set long ago and never encountered until attempting either one of those startup options.
On the other hand if it has been remotely locked using Find My Mac then the System lock PIN code screen will appear.
Which one is preventing startup really doesn't matter though, because only a previous owner or authorized user of that Mac would have implemented them. They are designed to prevent theft or similar unauthorized use, which explains Apple's refusal to help.