Just today, I got a notification on my Pixel to turn on "Theft Offline Device Lock". I can't claim that it puts the phone into a pre-first-auth state, I've not tried it yet and the docs aren't clear. Along with it came a "Remote lock" features, where visiting android.com/lock and putting in your phone number will also lock your device, so it requires the screen lock to unlock.

It would be sensible if both these features put the phone into a pre-first-auth mode.