iPhone Carrier SIM locked and reported as lost or stolen

Where did you purchase this iPhone? It's very likely that you have purchased a lost or stolen iPhone, and that you should go back to the original seller and ask for a refund. As you probably won't be able to have a cellular connection on it.

Also this excerpt is from this informative user tip which you should read ⇢

The All Too Common SAD Reality of Buying … - Apple Community

NOTE: Did you know if you buy a phone from someone you don't know, they can then report the phone as stolen to their carrier and ask their carrier to blacklist the phone, then collect insurance, making the phone totally unusable as a phone.

Did you purchase the iPhone used? If so, it could be that the original owner of the device had it stolen, or you could have been scammed by the seller, who reported it stolen and it was blacklisted. Only the person that requested it be blacklisted can remove it. I'm sorry, but at this point, the phone is useless to you.

In any case, it is not an Apple problem. You should expect the carrier not cooperating in removing the device that was blacklisted. It is done for a reason.