Hand it to [mention]Clavurion [/mention] to know the correct answer.
I just looked up in TIS and it says to have the doors unlocked.
I have had the sequence not work when the central lock was not "just right" and was likely because all the doors were not the same because I had to get in with the key blade.
The official directions say start with does shut and unlocked.
I have definitely had the sequence not work with locked status not matching what it wanted i thought it was it needed to be locked but i had it backwards.