If the phone is locked or not doesn't matter, but if the firmware is branded (Three, etc.) then it's up to them to release the newest firmware. By the way, 4.1.2 isn't out for anyone as of now (beside Poland), so you're not supposed to get updates as of now. Unless they started rolling it out.
EDIT: looking at Sammobile, Vodafone (Germany) started rolling 4.1.2, Russia as well.