As of 1.0.3.8 there is now an option to unlock the bootloader in the recovery menu. You have to enter your device lock code if it is set.

To get to the recovery menu, hold the volume down key and then turn on the phone. Then connect the USB cable and Jolla should be reachable with telnet 10.42.66.66, I even got an IP with DHCP from the device in this net automatically.

You can now also just get a shell from the recovery menu without loading your own boot image via fastboot.