Domain is locked and is not even on Cloudflare. Not sure which steps you found
You first need to add the domain to Cloudflare and change your nameservers.
Unlocked the domain and also received the authorization code, but no room for applying it in Cloudflare.
The domain appears to be unlocked now but its nameservers still do not point to Cloudflare. So what I said earlier still applies.
Now you just need to wait until the domain verifies on Cloudflare, after which a transfer should be possible.
Thank you so much!