B1naryB0t Their customer support is confusing locking the carrier with locking the bootloader. You could try again with that knowledge, but as far as we know Verizon doesn't unlock devices. Some carriers locking the bootloader allow unlocking in certain cases but not Verizon.
There's the slim hope that you could eventually use a vulnerability to exploit the OS and toggle OEM unlocking but those exploits are rarely published in a usable form.
Unfortunately, there's likely not much you can do if you want to use GrapheneOS beyond returning it or selling it and getting an unlocked device. Maybe someone you know wants it.