ADB Sideload needs so-called OTA files. The install files currently offered on the download pages aren’t OTA files (they partly were for a while in the past … the upgrade guide is now outdated, the currently available files match the manual install guide).
Be careful.
Always before locking the bootloader, check the result from “fastboot flashing get_unlock_ability"
If the result is 0 don’t lock the boatloader as you will brick your phone.