Even though your phone was unlocked correctly, the reason for not being able to create a new APN is because the original operator (typical in the case of Movistar) has altered the phone's software preventing it.
The only solution is to contact Samsung's official technical support and update the phone's software to the latest free version so you can save the APN from any network carrier.
Keep in mind that unlocking a phone by IMEI does not void the manufacturer's 24-month warranty.