Basically all your questions can be answered by this response: Upgrading from v6 to v7 with a locked bootloader will require a “factory reset”. It is not solved by unlocking the bootloader, as that will also wipe your user data, the same as a “factory reset”.
So, you do not need to unlock the bootloader, it can remain locked, but again, you need to “factory reset” when prompted (you are only prompted if it detects your bootloader is locked). This whole issue is due to a bug with the Fairphone firmware that our lead developer has not been able to solve even with several rounds of trial and error and patch applying, etc. with updates from Fairphone over the past 3+ months.