Update: Bootloader and recovery are both locked and signed. See new screenshot.
Update #2: The device has been rooted, and its bootloader has been unlocked!
Some of our good friends over at AndIRC (most thanks going to scotty2 for discovering it, and Trident for being the guinea pig) have discovered a bit of troubling information regarding the HTC Thunderbolt: its bootloader and recovery are locked. What does that mean, exactly?