I'm having basically this same problem.
Has anyone resolved it? Or is it because it is off (maybe whoever took it shut it off so they can't be found) or the owner changed the password to Google remotely? I have been trying to figure it out for sure.
I did use my phone to test it on (as my husbands is the one stolen) and I can confirm that it does lock the screen w an option to call owner or whoevers number you put into the 'secure device' box.
And the play sound option makes the phone ring. But as to where his phone his atm I cannot be sure. I can say those options will work having used mine as the test subject since we have it. I hope you could resolve your issue. Hopefully we will find my husband's phone.