hmm. i am at a loss. i dont know why your lock screen isnt changing. maybe you could try running the vzw current firmware .exe and then try the ntelos rom again.
http://www.androidfilehost.com/main/HTC_Merge_Developers/scotty85/RUU_Lexikon_VERIZON_WWE_1.49.605.1_Radio_1.08.00.0 320_NV_VZW_1.70_0103_PRL58008_release_183824_signe d.exe
download,run as administrator if your version of windows permits that,then follow the onscreen directions.
after it flashes,maybe check and see if you have gsm signal,and if not try the ntelos rom again.
failing that,you could try this one:
*link removed*
but be careful with it,i was messing with it when i bricked my last merge(prolly a coincidence? ) so dont try and root it,or modify it in anyway,just play with it for a bit and then flash back to something else. if your sim doesnt work with this rom,then i dont think its going to

my last merge this is the only one i could get to work.
heck,maybe running that one,then a different one will make it work like its sposed to