Well first off can i ask why the settings from SE didnt work. I have used the site hundreds of times (literally). Did you receive them ok, input the pin correctly?
If you call 02 back from a different phone they should be able to go through a manual installation of the settings, or at the very least email the manual instructions out to you so you can see it and do it at your own pace, thats what vodafone do.
No it wouldnt touch the memory card, however its always advisable to back up your memory card to your pc as a precaution. I have known on occasions that it can corrupt things on the memory card
Is the phone a o2 branded phone, or as it come from another network.
A Master reset is in the settings menu, then genral and at the bottom it says master reset.
It may ask you for a code, the generc code is 0000.
Dont forget that everything on the phone is norm wiped out. Master reseting the phone is also at your own risk. Ive not known any faults come from doing it, but I always say just be careful as its at your own risk
Need Help, Just ask. We are one big Family here in the o2 Forum. Use iPhone XS Max dual sim, SE, Honor 10, IPad Pro 11, Apple Watch 4 LTE, 100+ Mpbs Barrier and a Record Player.