My unlocking code was approved but never received the pin code

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@pindaros wrote:
I add the new sim card, from Europe, and the phone requests a code. So what do I do?

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That's weird!  Are you certain the code it's asking for is an unlock code?

Does the carrier name show up in the top left of the screen? (what carrier?)

I think it might be a code for the SIM card.

You might need to ask the SIM provider https://support.apple.com/en-us/HT201529

UPDATE: Europeon Sim cards ask for a code. (see below)

@pindaros You don't need a code for an iPhone.  

Just follow the instructions in the approval message.

Follow one of the two options.

When solved / helped, please mark your question as solved by clicking "Accept solution". This helps other people to find an answer more quickly.

@Gary L, you are correct. Europeon Sim cards ask for a code for the sim, not for the phone. It is usually found inside the package. Hopefully, the OP hasn't thrown that away yet or his sim will be useless.

I too am having a problem, they will not unlock my phone saying I owe money when everything is paid in full. I spent half the day yesterday trying to get answers and not one person has the same answer . I will never recommend at&t to anyone. We had them for a carrier for over 12 years and this last 2 years have been a nightmare. I was never so happy to get of contract with them. Too bad for at&it they use to be a great company.

I got the same case with AT&T. They sent an email approval about my unlock request. Since there was no other information in the email, I called the number provided. The representative told that I had just to wait for AT&T to unlock my device. It could take 2-3 business days. It has been 3 business days, and I still haven't got any email or confirmation from AT&T if my device has been unlocked.
Any suggestion?