Possible to do Nandroid Backup BEFORE unlocking bootloader?
Unlocking the bootloader performs a factory-reset on the phone, deleting all the user data. It doesn't wipe the ROM. If you're just trying to back up the stock ROM before flashing (a sensible precaution), then you can safely do that after unlocking the bootloader.

If you want to back up your user data (i.e. installed apps and their data, contacts, etc.), then you do have to do that before unlocking the bootloader, and the answers to this question explain how.