The cooked customs firmware does not have baseband on it because it preserves the old baseband on your phone. There must be some thing wrong with your phone before put this customs firmware on it and therefore, there is no baseband on it.
So, the only way to fix your phone is to put it into DFU and then restore it with iTunes so iTunes can bring it up to date firmware. By doing this, your phone will have the latest baseband and can't be unlocked with ultrasn0w, unless you go the iPad baseband route.