I figured changing it in MyO2 might be difficult in this case as the PIN set up process sends a text to the phone, which I assume is with the ex and not with the op.
I have no affiliation whatsoever with O2 or any subsidiary companies. Comments posted are entirely of my own opinion.
This is not Customer Service so we are unable to help with account specific issues.Currently using:
Pixel 7a (O2 & Lyca), One Plus 6 (Sfr), iPhone 12 Pro Max (Vodafone)