Lost Mode activated on iPhone in Ethiopia despite being with me

It would seem that your account may have been compromised. See this. If you think your Apple Account has been compromised - Apple Support

You need to try to log in and take it out of Lost Mode and change your Apple account password and make sure you have 2 Factor Authentication active. Change your Apple Account password - Apple Support

Two-factor authentication for Apple Account - Apple Support

Did you receive a message at some point from someone looking to be from a trusted source asking you to verify you Apple Account details. If you did and you entered them, you have turned ownership of your phone to someone who scammed you. If you want any help from Apple, you'll need to present your original purchase receipt to Apple, which clearly shows the serial number on it. Do you have it?