This document has a list of things to do if your iPhone, iPad, or iPod touch is lost or stolen. --> If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support
Find My does not lock an account, it locates a missing device.
The issue you are encountering is your phone was your only trusted device and it is now missing. See if you can set up an additional means for receiving a verification code. This is from the section "About trusted phone numbers and trusted devices" in the article: Two-factor authentication for Apple ID - Apple Support :
To see, add, or change your trusted phone numbers use one of these methods:
● On your iPhone, iPad, or iPod touch: Go to Settings > your name > Password & Security. Next to Trusted Phone Number, tap Edit.
● On a Mac computer choose Apple menu > System Settings (or System Preferences), then click your name (or Apple ID). Click Password & Security, then add or remove a trusted phone number.
● Using a web browser: Go to the Account Security section of https://appleid.apple.com .
If you had set up an Account Recovery Contact ( Set up an account recovery contact - Apple Support ) you can also get a code that way.
If you can’t sign in, access a trusted device, reset your password, or receive verification codes, you can request account recovery to regain access to your account. This article explains how to recover your Apple ID after a waiting period - How to use account recovery when you can’t reset your Apple ID password - Apple Support
You may also wish to read the articles 'Two-factor authentication for Apple ID' ( Two-factor authentication for Apple ID - Apple Support ) and 'Get a verification code and sign in with two-factor authentication' ( Get a verification code and sign in with two-factor authentication - Apple Support ). Various sections contain information that is useful in understanding about the trusted devices (an iPhone, iPad, or Mac that Apple knows is yours) system, and how to get a verification code on a trusted device or at a telephone number.