iCloud breach and what to do following it
You would only have to go into an Apple store and prove ownership if your device is "bricked" after iOS/macOS is erased (meaning you cannot login to it due to forgotten password and/or Apple ID email address). When iCloud.com says the device is "locked" it does not mean "bricked," it simply means the screen is locked, like with your pin.   

It sounds like all you need to do is enable 2-Factor authentication in your Apple ID/iCloud account, plus change your password. This will prevent whomever "breached" the account from logging in again. See: https://support.apple.com/en-us/HT204915