Apple guide here https://support.apple.com/en-gb/HT212614
Yes, turned that on but this apple
support page has further info
which seems to suggest that you should see options under each Wi-Fi network (which does appear) and the cellular (mobile) network - which I can’t see and options for. How do I know it is working for my data connection?
Edited to add quote from Apple.
Turn off Private Relay just for a specific Wi-Fi network or mobile data plan: For Wi-Fi, go to Settings > Wi-Fi, then tap the More Info button
next to the Wi-Fi network. Or for mobile networks, go to Settings > Mobile > Mobile Data Options.
If you turn off Private Relay for a specific network, the setting for that network applies to all your devices for which Private Relay is turned on.
It has a different name, under each WiFi Network it is called "Limit IP Address Tracking"
It is the same under Mobile Data but you need to click on your Data Plan then scroll to the bottom of the screen and look for the same option "LImit IP Address Tracking"
Just to add though I am on the Dev Beta's for IOS, so this feature may have been removed or coming soon.
Yes, I can turn private relay (addresses) on or off for my various Wi-Fi connections so I know it is working in general but what I see under the mobile data bears no resemblance to the apple support document. I know private relay is flagged as beta but I am not seeing the Limit ip tracking options you mention under my mobile data options. I am running iOs 15.2. After reports that some telecoms companies want to remove private relay as is stops them know what users are doing I wanted to know that o2 were respecting the private relay settings.