Unlock The Bootloader on Windows Phone

Download windows phone internals and read the instructions. You might want to download windows device recovery tool from the windows phone internals app too 

Navigate to unlock bootloader and tap on  download all 

This will download two files , one for your device and possibly another ffu of the Lumia 950XL as well as the emergency files 

Note: don't try to unlock bootloader without emergency files. Also you might want to remove any sdcard 

Follow the prompts to boot the phone into flash mode

Enable 'show hidden files' in windows file explorer, the files you downloaded will be in C:\ProgramData\WPinternals\Repository

Tap on unlock and make a coffee etc, just don't touch the phone or exit wpinternals.

You can also flash the stock ffu at any time as well