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It could be that Cpw didn't update Vodafone properly with the imei number. You could try speaking with their Customer Services.
Has the iPhone ever been replaced by Apple or an Insurance company ?
They do need to update Vodafone on its imei or they cant unlock it using your current info.
The other option is to use a Vodafone payg sim card in it for 30 days msking calls etc and then use that new account info.