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It sounds like the courier wasn't instructed by O2 to collect the old iPad.
When I did a doorstep exchange, the courier bought their own packaging and label to put the phone in to return to O2.
You need to call customer service to find out what they want you to do with it.
It's understandable why the driver refused, @Paddy3, and it was probably better for you that he did. If there were no barcodes on the return label, he wouldn't have been able to give you a receipt that it had been collected, nor would you have been able to track the return. Make sure when you speak to customer service that they issue you a proper return label. You don't want to be responsible for it once it leaves your possession.