giffgaff does not lock numbers to its network. Your number has been ported ( = transferred ) to giffgaff, but that is something different.
In a previous post I advised you to go into a Vodafone shop and either make a very frim request that your phone is unlocked or obtain a refund and go elsewhere. Did you do that ? This is the only way you will make any progress.
It doesn't matter that you have transferred your number to giffgaff, you will still need to get your mobile unlocked and then you can use your number with giffgaff