Installed GOS on 6a from a Brave browser in U22.04 with Brave shield off, all went well, GOS is running, but I need to revert to stock Android to return the device.

Went to
https://grapheneos.org/install/web#replacing-grapheneos-with-the-stock-os
rebooted to Fastboot to issue the function, but the Fastboot screen says
"Device state: locked".

While in Fastboot, tried unlocking the bootloader, says
"Error: Bootloader was not unlocked, please try again!"

Tried again, nothing happens. Tried with GOS running and USB in File Transfer and PTP, no success.
What can I do here?

You didn't enable OEM unlocking in the developer settings, that's what allows you to unlock the bootloader and finally remove the key.