Waw, how complicated. Once your 3G Phone is unlocked with yellowsn0w 0.9.5, and you turn it off and back on again, indeed the unlock seems to have disappeared. I found a very simple way to make it active again:

-go into flight mode
-go into the Bossprefs menu and turn off (3G, Edge, Wifi, Bluetooth)
-reboot from the power icon at the bottom of the Bossprefs menu
-wait one minute
-turn off flight mode

And...unlocked again in less than 2 minutes. You can even change sims from other carriers, while unlocked (without turning off). They will be unlocked also.