West's interface is very confusing indeed. I would like to help you but currently I can't connect to west.xyz so I'll try out of memory.
What you need to do is start the transfer after unlocking the domain. To do that you need to initiate a process where a security code will arrive in your email and you have to put that code in the slot you will see on the interface.
*only then* you can start the transfer which will require yet another email, this time with the transfer code.
Again, that's only from memory but that's how it roughly works. You are probably stuck on the first code (that's where I also got stuck the first time I tried).
edit: forgot to add that the domain that's about to transfer out *must* have your email clearly shown on the whois or else you'll never be able to transfer out. If it doesn't then contact their support and ask them to send you the transfer code.