You won't be able to flash recovery with the bootloader locked. Those recoveries sound correct, so it's odd you can't flash them when unlocked.
RUUs have to be chosen carefully. The "cid" is a "customer id" check, which means region + network branding (or lack of branding), and this must match your device. So you will need a Vodafone RUU for that phone.
I've only ever flashed images, not zips. There is a "fastboot update" command which looks like it would flash a zip, but I've never used this. With an S-On device you can't fastboot flash the kernel (boot.img), so the recovery or RUU is what I think you need.