OK I finally managed to figure this out. As @kaari states, you need to unlock the bootloader anyway to install sailfish, so that’s not really an issue. It is a bit strange though that this is needed if one just wants to flash an official firmware. For me at least Emma (Xperia Flash Tool) complained that the phone was ‘locked’ and I couldn’t flash it. So it appears to be necessary to first unlock the bootloader even if you only want to flash an Android 11 image.
The latest Android 11 release is 62.0.A.9.11, but this appears to be unobtainium. So as a workaround you need to install a lower version first, I installed XQ-BT52 61.0.A.3.109 GLOBALEEA-A2 (which was an official release available through Emma. After that you won’t receive any OTA updates, because your bootloader is unlocked. So next you will need to re-lock the bootloader, and go through the OTA process to update all the way to 62.0.A.9.11. This is a long and slow process, taking several minutes for each successive update. When you have installed 62.0.A.9.11 you can stop. From here you can finally proceed to install SailFish. The whole process takes like 45m to an hour if/once you know it. To figure this out took the whole evening. Documentation could definitely be much, much, much more clear on this.
TL;DR
- Unlock bootloader
- Emma → 61.0.A.3.109
- Relock bootloader
- OTA → 61.0.A.3.131
- OTA → 61.0.A.3.163
- OTA → 62.0.A.9.11
- Unlock bootloader (again)
- Install SailFish
Note: there are rumours/warnings on the interwebs not to lock the bootloader unless your device is on an official firmware, lest it is bricked or gets stuck in a boot loop.