I have just spent most of the day progressing a similar problem in live chat, as well as chatting with someone from complaints. My current understanding is that despite what is said in the new sim covering letter, if you have a phone with buttons, then Virgin will not obtain a Network unlock code for you. The current policy would be to send out a cheap replacement phone if you make enough fuss. As I have found, the codes which VM suggest might work will simply lock the phone and render it useless. If you want to keep your old phone, then your only option would appear to take it to a phone shop, or online, and purchase an unlock code. You might think it strange that phone shops have this ability, but VM does not. You might want to get an unlock price first, then raise a complaint with VM and ask them to pay the bill. If they refuse then I am sure the Ombudsman will view any complaint to them quite favourably, in the light of Ofcom's view on being able to unlock a phone and switch networks. In the meantime, don't forget to accept a free Energiser phone if offered, on the basis that is required until you get your own phone unlocked.
Luckily I've already had the phone unlocked since I use it when I'm in the Channel Islands, and just swap to their local SIM, just went with Virgin because at the time they gave the most internet Gb value ... obviously though would like not to have the hassle of changing my number
The phone is a Samsung Galaxy S6 - If you require more info, let me know and I'll get it when I get home this afternoon