When you are in the bootloader mode, the device no longer communicates via
adb, if you want to now unlock your bootloader, you have to use
Also, the Samsung Galaxy S4 (except for AT&T and Verizon versions) don't have a locked bootloader, all you have to do is flash a custom recovery via Odin, then you are all good to go.
TWRP is a good option for custom recoveries these days, you can go to their website and download the
.tar version of their recovery, then put the
.tar file into Odin's "AP" slot and hit "Start", your device should now be loaded with a custom recovery.
Here's the link to all the information required: https://forum.xda-developers.com/galaxy-s4/i9505-orig-develop/recovery-twrp-3-2-1-0-t3742880