Dude, sorry for your loss. I enabled reset protection recently and locked a 640XL I was having someone use it overseas. I didn't realize it was locked and they couldn't use it, even after WDRT wiped it. When you go to set it up again, it say it's protected and need the unlock code, which is obtained from your Microsoft Account device page. I've since saved those keys for my 640XL and 950XL.
Can you update us on your progress so far?
You lost your phone
Have you tried calling your cell number recently? Anyone picked up today?
Did you change your MSA password just in case?
What about all your other accounts like Instagram, Emails, Facebook, WhatsApp, Twitter, Bank accounts, etc.
Have you called your carrier to lock your SIM?
If you have 2-step text code authentication, the SIM (your phone number) will be sent the codes. Disabling the SIM will help prevent the finder from getting codes.
Do you have Reset Protection ON?
Have you tried to remote wipe your phone?
Have you checked your carrier account to see if there are any unusual activities?
You can track what phone numbers your SIM (phone number) has been calling and maybe see who the finder has been calling, IF they've been using your SIM (phone number)
Note: The IMEI is like serial number printed on the phone itself, not the SIM.
Monitor all your social accounts to see if it's being logged in from a location, if that option is available and enabled. If your Microsoft Account (MSA) is still being used on your device, you should still be able to log into your MSA devices page and see where it's at. But if you did not have reset protection on, then it's pretty much a loss. I think even with a PIN, peeps can use WDRT to wipe it themselves, I could be wrong.
Well anyways. Good luck friend.