There's an issue with number porting currently that means they are taking longer than usual to complete.
Just keep rebooting to help it along.
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.
The porting appears to be completed though because if I call my number it says "welcome to the O2 messaging service" it just appears not to have been assigned to the ACTUAL sim card which they have provided me.