How do I enable Intel Virtualization in a MacBook Pro? I tried booting into EFI by holding ⌥ Option⌘ CommandFO
My end goal is to enable nested VT-x in VirtualBox.
It's not mentioned which MacBook Pro is being used, but it's a safe bet that the CPU is capable of VT-x but it may be disabled.  I've checked a 2012 iMac, a 2017 MacBook Pro and a 2014 Mac mini and all had VT-x supported and enabled.
Check if supported:
To check if your Mac supports VT-X, issue the following command:
% sysctl -a | grep machdep.cpu.features

You should get output similar to below.  If you see VMX, your CPU is capable of VT-x.
machdep.cpu.features: FPU VME DE PSE TSC MSR PAE MCE CX8 APIC SEP MTRR PGE MCA 
CMOV PAT PSE36 CLFSH DS ACPI MMX FXSR SSE SSE2 SS HTT TM PBE SSE3 PCLMULQDQ 
DTES64 MON DSCPL VMX SMX EST TM2 SSSE3 CX16 TPR PDCM SSE4.1 SSE4.2 x2APIC POPCNT 
AES PCID XSAVE OSXSAVE TSCTMR AVX1.0 RDRAND F16C

Supported but Disabled/Locked
Apple provides a support document, If VT-x virtualization technology is locked or disabled on your Mac to address this issue.  Basically, you need to ensure your software is updated to latest version.
VT-x is enabled by default, but there's no &quot;setting&quot; or command that can be issued to turn it on.  Try resetting the NVRAM by holding  ⌘ Command⌥ OptionPR while booting.
You can issue the command nvram -xp to dump the NVRAM contents.  If you parse through it, you won't find any variable related to virtualization.
Possible Solutions
I've read (can't remember source) that installing either Parallels or VMware Fusion could enable locked virtualization features.  There's a community version of Fusion and a Trial of Parallels.  You could give either/both a shot - if it doesn't work, no harm no foul.
In the end, if it's not enabled, it would be best to file a bug report with Apple at https://www.apple.com/feedback/macbook.html because this feature should be enabled by default.