I want to blacklist my lost iPhone

Contact your cellular carrier, they are the ones who blacklist phones.

Also, read this article -

If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

Lastly, NEVER remove the phone from your AppleID. (i.e. Skip “Step 7”)

”Blacklisting” thru your carrier only works regionally; however, Apple’s Activation Lock works World-wide …

… as long as the phone remains on YOUR account.

Activation Lock for iPhone, iPad, and iPod touch - Apple Support