-If you are unlocking the Bootloader for the first time ,you CANNOT make a nand back-up !
Everything will be deleted on Bootloader unlock !
-You unlock Bootloader & install CWM Recovery ,after that you can make a nand backup.
-Try using Titanium backup before unlocking Bootloader [do not know if it works for non-rooted devices!!] to eventually backup apps/data.
-I know this isn't much help ,but try backing up data with google account from settings ..it isn't much ,but you can get some options back.
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