Welcome to Vodafone Community
Try going into the connection settings, select mobile networks, network mode and selecting LTE.3G/2G and see if the phone picks up a 4G or 3G signal.
It certainly looks like the SIM card is activated and everything is working from Vodafone and this is more of a phone issue.
A phone's does not lock to a “ Vodafone phone number ” @KristinaVolk
A phone locks to a network or is instead unlocked to all Network's.
If the alternative phone your using accepts any sim card or is locked to Vodafone then it should accept your Vodafone sim card unless the 2nd phone is at fault.
Possibly visit a Vodafone Highstreet Store with identification and I'm sure they'll try to assist you further by checking your sim and account. They maybe able to try your sim card in one of their in-house phones.
They may swap the sim out and or perform a sim swap.
I hope all goes OK.
Current Phone >
Samsung Z Fold³ 5G.
Previous Phone >
Samsung Note 20 Ultra 5G - SM9860.