Forgive me for being redundantly, repetitive and for asking again ....... You do not see the lock icon in the upper right corner of the screen which indicates that the device is in fact locked ..... Correct? I have seen users insist that they have checked the settings and they don't understand fully the two different ways that the screen rotation can be locked.
If you are certain that the screen is unlocked, reboot the iPad.
Reboot the iPad by holding down on the sleep and home buttons at the same time for about 10-15 seconds until the Apple Logo appears - ignore the red slider - let go of the buttons.