iPhone 6 Initial Power Up SIM Card Locking?
We don't know what you wound up doing or what happened ...  

However, I will tell you that I recently obtained a Sprint iPhone 5 that had no SIM card and had never, ever been activated.  Apparently it was an Apple repair exchange, but the owner decided to move service over to Verizon rather than activating his exchange, and sold it to us instead when he found out Verizon could not activate it there.

I considered, like yourself, that perhaps the phone is in fact unlocked until the first SIM is installed.  So, I initially put in a U.S. AT&amp;T SIM card instead.  That worked, and even displayed 4G service availability on the screen, until we got to the iTunes portion of the start up when the phone tries to verify itself with Apple and get the right carrier profile.  We received a message in iTunes that the "activation policy" does not allow using this SIM card unless Sprint unlocks the phone, and "this is not a hardware issue."

In my opinion, that is a pretty good indication that the phone is locked at the factory before any SIM is inserted, and also that it is possible for the phone to run even on AT&amp;T within the U.S. if properly authorized (something Sprint denies).  As for whether the factory SIM lock includes international SIMs (your actual question), obviously we don't know from my experience, but I'd venture to guess it probably does as well, as in my opinion, the international unlock is a really just a partial SIM unlock which leaves the U.S. GSM carriers blacklisted.