Received alert that my account was locked & wouldn't let me cancel

That is most likely a scam, you did the correct thing and not call the provided phone number, where did that alert appear, was that in a web browser, or in a notification on your screen or was it an Email?

If you log into your Microsoft account in a web browser, are you able to access your account with no warning notification, if so, then that notification was a phishing scam and there is nothing further you need to do..

It sounds like you may have received a phishing alert regarding your account being locked. It's good that you did not call the number provided in the alert, as legitimate communications from Microsoft will not ask you to call a number or provide personal information in this manner.

If your account is indeed locked, it is typically due to multiple unsuccessful sign-in attempts, which is a security measure to protect against brute-force attacks. You should verify the legitimacy of any alerts by checking directly with Microsoft through official channels, rather than relying on unsolicited emails or messages.

To resolve the issue, you can try resetting your password through the official Microsoft website or contacting Microsoft support directly through their official channels. Always ensure that you are using the official Microsoft website to avoid phishing attempts.

If you suspect that your account may have been compromised, consider taking additional security measures such as enabling multi-factor authentication and reviewing your account activity for any unauthorized changes.