@Natalie199666 See this guide: Roaming on O2 - All you need to know - O2 Community
You may have a roaming bar on your account. If so, you need to speak to customer service. You can download Skype to call: Guide: A Guide to Skype
+44800 032 1402
+44800 081 0255
When it comes to the reason you are calling, stay silent for 15 seconds and you will be taken to the keypad options.
Press 2 for Everything Else
Press 5 for More Options
Press 7 for Anything Else which will put you though to someone.
Say 'Upgrade', 'Lost/Stolen', or 'Fraud' if the suggestion above doesn't get you through.
Best time to call is 8 am.
You can also reach O2 via social media:
Facebook (https://o2uk.co/O2CFB), Twitter (https://o2uk.co/O2CTW), or Instagram (https://o2uk.co/O2CIG)
Some things to try:
Manually search for another network
Reboot the phone
If you have an iPhone change your data APN to "mobile.o2.co.uk"