The system updates are carrier software. So not everything you said is entirely true.
AT&T just sent a "carrier update" last week and it was accepted by international, carrier unlocked phones that had an AT&T sim installed. Other exact same phones on other networks did not receive the update.
The update consisted of changing the APN settings - and it didn't work. All with the problem had to use the values listed on the AT&T site and put the working values listed back into settings by hand.
If you did not buy an AT&T branded phone, carrier locked to AT&T then the only place you get actual system updates is from Samsung - just like the rest of the world.
If and only if you have a carrier phone do you get actual (not pretend) system updates from the carrier - and in such a case, you're locked out of getting updates from Samsung.
Everything I've said is exactly true.
I question what phone you really have. Nothing personal but you started with a lot of confusion over bootloader and sim/carrier unlocking and you've made the mistake we all have at some point - believing in good faith that your carrier has been telling you the technical truth about your phone.
They haven't been. They lie. Some of them probably believe the stories they've told you. Don't be fooled ok.
If your phone started out as an AT&T phone and you've exercised your rights under US law and had them unlock it for you, then your phone did have a past history of updates from AT&T.
But in such a case, it's only been SIM unlocked.
And the system you have will work without modification other than the APN settings for another network, within the radio capabilities described by the will my phone work site I linked earlier.
So not only is everything that
@psionandy and I have said completely, absolutely, and totally true, listening to us is going to save you no end of frustration and grief.
Or - you can listen carefully to what he said - try it their way and have a learning experience.
Anyway, it's your phone, you can believe what you like.
Hope this helps!