Apple, At&t and Consumer Cellular all have checked and agree that the phone is locked by At&t.
My point to Apple is that they are the Adult in the room and actually have the capability of unlocking any iphone. Apple chooses to let me fight it out with At&t.
The key here is I should have bought the phones from an Apple Store where they would have been unlocked to start with. Apple says that even if they were locked and purchased from them they would unlock them for me.
Consumer Cellular says they can not unlock the phones from At&t because I did not purchase the phones from Consumer Cellular I bought them from Target Mobile. I spent 2 1/2 hours at Target Mobile trying to get them to unlock the phones to no avail.