Hi Tony Tattoo,
In this case, you cannot bypass or override the carrier lock yourself because that would violate both security and compliance rules. The only valid way to unlock a device tied to a mobile operator is to contact that operator directly. They will require proof of ownership, such as your account details or purchase information, before they can process the unlock request.
Since you mentioned the phone is lost, you should also report it to the carrier so they can block unauthorized use and protect your data. Microsoft does not have the ability to remove a carrier lock, so the resolution depends entirely on your mobile operator’s support process. I hope the response provided some helpful insight. If it clarified the issue for you, please consider marking it as Accept Answer so others with the same issue can find the solution. Feel free to leave a comment if you need further information.
Tracy Le.