My iPad Pro 10.5 embedded Apple SIM was locked to AT&T. I was able to get it unlocked after speaking with Apple, who called AT&T on my behalf. I believe AT&T did something on their end, and then I needed to Restore my iPad by tethering to iTunes on my computer. By the way, this was after calling AT&T myself, and going to an AT&T store. They kept saying my iPad was unlocked, and there was nothing else they could do. When I went to the AT&T Unlock website, it also said it was unlocked despite the embedded SIM being locked to AT&T.
So, if anyone else is facing this, you can try to Restore your iPad, and then if that doesn’t work contact AT&T and ask them to unlock the embedded SIM, and hopefully someone can and will do that for you.
By the way, I had been using my free T-Mobile 200mb/month SIM card, and never was able to get that to work. I called T-Mobile about other plans, and they told me I could pay $25/month for unlimited data, or $10/month for 2 GB/month. However, when I enrolled on the iPad itself under Settings, I was able to purchase a plan for 5 months, 5GB total, $10 (so $2/month for 1 GB/month, which I’m happy with since I won’t use cellular data very often).