If I understood right and a padlock appears on a gray screen, it means you have locked your logic board to your old hard drive to protect it with Filevault security. You find FileVault in System Preferences/Privacy and security, you'll have to provide the password and disable it. Then you can follow all the steps @danj provided.
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If I understood right and a padlock appears on a gray screen, it means you have locked your logic board to your old hard drive to protect it with Firmware security. See the steps in following comments please. Then you can follow all the steps @danj provided.
If I understood right and a padlock appears on a gray screen, it means you have locked your logic board to your old hard drive to protect it with Filevault security. You find FileVault in System Preferences/Privacy and security, you'll have to provide the password and disable it. Then you can follow all the steps @danj provided.