In principle, you should be able to unlock the bootloader by running:
fastboot flashing unlock
When you get an error in relation to OEM Unlocking, it means you have to go into developer settings (or just in Other Options in CalyxOS) and enable OEM Unlock before running this command.
In this case, you can try as a recovery step "updating" the OS via a Full OTA package. You can check how to do this here. Even if you do manage to recover your installation somewhat using this, you should retry installation via the device-flasher as it is not guaranteed to be safe and you could run into worse issues in the future. This should not be necessary if you're going back to stock.