Prompted to enter system lock PIN code to unlock Mac

A former terminated employee Fedex'ed us his company Macbook Air. When we turn it on we get this screen you see in the photo below. We do not have this 6 digit "system pin", never set it up, and are unsure how to re-format it. I've never seen this before.

Enter your system lock PIN code to unlock this Mac.
Account Locked.

We do have proof of purchase from Apple for this computer and as I understand all Apple stores are closed now. Can anyone advise what can be done to unlock this laptop?

You have only two options:

1. Convince your former terminated employee to provide the 6 digit PIN. If you have a legal department or legal consult, they may be able to provide additional convincing with threat of a civil suit.
2. Schedule an in-person service appointment with an Apple Store or Apple Authorized Service Provider. Bring your Mac to the appointment, and bring your original receipt or invoice as proof of purchase. (apple.com - How to set a firmware password on your Mac) If you choose this option, then you better hurry because Apple says "You can look up your passcode for a limited time".

Although first-party Apple Stores are closed right now because of the 2019 coronavirus pandemic, some Authorized Apple Service Providers are still open. You can find one here: https://getsupport.apple.com/

This happened because your former employee attached an iCloud account to the Mac, enabled the Find my Mac feature, and then initiated a remote lock sequence from iCloud. The lock status is stored in the system firmware, and cannot be bypassed even by replacing the boot disk.

Apple has a great page showing all the possible boot screens for a modern Mac.