It was hacked. Updating has re-locked it to the original carrier.
If it came from the US, the only operator it could possibly be locked to is AT&T. All other US iPhones are CDMA phones and will only work on GSM for roaming.
If AT&T will not help you, there is nothing anyone can do.
As we've already told you, that's a risk you take when you buy from the gray market.