Help with unlock process on iPhone 6

Do you have to be in the US to complete the unlock process once you receive the approved unlock request email for a US bought AT&T iPhone 6. I’m overseas at the moment and the local SIM still does not work even though I received the email stating that the request is complete and the phone is now unlock, just need to complete the final steps of the process. Basically take out the AT&T SIM and put in the local SIM and re-start the phone it states, but it keeps saying the SIM is not valid and I’m starting to think it wants the AT&T network to complete the process..?