Is a iPhone unlocked till you put a sim in?

I heard somewhere all iPhones are unlocked till you enter the phone providers SIM card in and then it automatically locks to that phone provider. I've tried to search this but can't find it anywhere.

I'm asking as my contract is due for renewal (ee) and my son wants the upgrade but he is another phone provider (o2) so was wondering if his sim will work in this?

I can't scroll up facebook messenger chats on my iPhone 5s past a certain point in the chat?

On my iPhone, if i want to scroll up to a message i sent last week, on certain chats it won't let me. It would go up to something i sent the day before, but i can't scroll up past that. Have all my messages for this conversation been deleted? Because i can scroll up to last weeks and even further back on other chats i have, but i can't on this specfic one. I didn't delete any of the messages or chats or archive it. Its just suddenly gone… And only from one chat? And its the person i talk to the most aswell! I'm kind of a memory hoarder and i love keeping all the chats, so i would really like a way to get it back! Also, i can scroll up all the way on this conversation when i access facebook on my laptop, so is it my iPhone that is not working properly?

Will sim card save my pictures?

My phone was cracked but it was working perfectly then my friend pulled off something and it stopped working. When I charge it, it makes noise and I click the home and power button for a long time which means sleep and through the crack I see light and the screen has a really dim light, I have 2000 pictures on that phone that mean alot to me if they take the sim card out will they save there? & I NEVER made an Icloud account which I really regret. Or if they fix my phone will they still be there? It's an iPhone btw.