Carrier SIM card and unlocking issues...
Unlocking an AT&amp;T iPhone requires more than just AT&amp;T to send the unlock command. 

If they have granted the unlock request, they should have sent you an email telling you what to do:

Back up your phone to your Mac or PC. Then wipe and reset it (settings > General > Reset > Erase All Content And Settings) and then restore from that backup.

You should turn off find my iPhone first.

Once it has erased go through the setup procedure it will ask you how you want to set it up. Select the option to restore from an iTunes backup. Plug it into the computer you just backed it up to and restore the phone.

You are now unlocked.