[deleted] Everyobody with physical access to my device can unlock my bootloader sure ?
If "OEM unlocking" is on in Settings, yes. Otherwise it is necessary to unlock the device (fingerprint/PIN) and turn "OEM unlocking" on before it is possible to unlock the bootloader and install a new OS or corrupt the current OS.
[deleted] Does unlocking a locked bootloader/locking an unlocked bootloader wipe all user data ?
Yes. It is also possible to wipe all user data without unlocking/locking the bootloader, by invoking "factory reset", which requires just physical access (no fingerprint/PIN).