Thanks! @Opus 17 : Just now, I got off from Fidelity's retirement representative and he confirmed as well, there should be no issue with these transactions and that prorata rule kicks in towards the end of the year. Since my traditional IRA account value will be $0 at the end of the year, pro rata rule will not kick in.
Regarding funds not transferred from traditional IRA to Roth IRA account, there's indeed an issue. The fidelity representative who had generated deposit slip for the initial transaction from Traditional IRA to Employer's 401K account, selected to close the traditional account. Now the backend team has fixed it and deleted the transaction to send me residual check of $6K. I should be able to do Backdoor Roth (move funds from Traditional IRA to Roth IRA) on Monday (3/27).
