Good question. Unlocking is pretty straight forward but before you go ahead with the process, you should make sure everything in your account is in check (You can speak with customer service and they can help you complete the process and confirm everything). Keep in mind there is an unlocking fee to obtain the unlocking code. It's an One-Time fee for that particular IMEI for HTC One M8 (Master Code for that works for that IMEI only).
As for AT&T network compatibility, you should cross reference AT&T's supported Network BAND (should be on their website support or FAQ section) and compare it with HTC One M8 band (referenced on Device Page in Rogers.com
As for Reception in National Parks. 0% certain on that; I barely get out of my city, let alone the country so that I hope someone else here in the community can answer that for you.