I would like to reset my E72, would I have to unlock the phone again? It cost me quite a lot to unlock it in the first place.
Absolutely not, an unlocked device remains unlocked whatever.
Remember that due to UDP = User Data Preservation feature of your E72 reset may have to deeper to achieve the desired result for you.
The Nokia Software Updater (NSU) functionality was folded into Ovi Suite some time ago. NSU is probably still available somewhere on Nokia's web site, but it's likely nothing to pine for.