I recently did a p9pro xl install and noticed the guide said updating wasn't necessary since the GOS install would handle everything required. However my previous install a few years ago mentioned updating stock os prior to GOS install, so I repeated that to ensure everything worked flawlessly.
If I understand correctly, getting to OEM unlocking will require a network check? So I think you'll have to end up with the stock device on internet prior to installing GOS. But I guess you could run the install once that is done, without any further updates done on stock. I always chose best practice approach for whatever it's worth.
Graphene OS doesn't hold old updates within the web installer, everyone moves up when a new release is out to stable channel.
You can verify it all with the verified boot key after install and even within Auditor so you see you're up to date.