Any signal issues reported in your area?
If it will work, try dialling ##002# then press call.
A long shot, but, check the settings to see if wifi calling is turned on.
It shouldn't be as it's not available on O2 payg, but I can't think of anything else at the moment.......
It wouldn't show the network name if it was locked, so the phone is accepting the sim card.
O2 and Voda use the same network frequencies, so in theory, if Voda works, so should O2.
The only other thing I can think of is setting the phone to 2g/3g and eliminating 4g as the issue, although all bands used by O2 are supported on both sim slots:
|2G bands||GSM 850 / 900 / 1800 / 1900 - SIM 1 & SIM 2 (dual-SIM model only)|
|3G bands||HSDPA 850 / 900 / 1900 / 2100|
|4G bands||1, 3, 7, 8, 20|