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...but Drafting has locked cards because I didn't do Challenge mode.

Is there any way I can just skip going through a setup I have no interest in to be able to do the Drafting without locked cards?

If you really don't have any interest in Challenge mode, pick a winner deck and unlock the cards you want without trying to make one, there are some available in the appropriate section.

As though the thought never occurred to me?

That's still a lot of playing and work.