Set up a recovery key for your Apple Account - Apple Support
"If you don't know your account password and have lost or otherwise don't have a trusted device, you need your recovery key to regain access to your Apple Account. If you can't provide your recovery key, you’ll be locked out of your account permanently."
It sounds to me like, by setting up a recovery key, you have prevented Apple from being able to help you regain access to the Apple Account. Without the password to that account, or the recovery key, there isn't any way to remove Activation Lock yourself.
If you have proof of original purchase, from Apple or an Apple Authorized Reseller, that is satisfactory to Apple, it might be possible to file an Activation Lock support request.
How to remove Activation Lock - Apple Support
Otherwise, it sounds like you have locked yourself out of the Mac permanently.