This might be a dumb suggestion but you haven't actually mentioned that you've gone into settings > mobile data and turned on "Enable 4G".
Have you done that?
Done everyhing I could possibly think of. Finally got through to tech support from O2 and now they are blaming Apple.
Just tried swapping my sim with a friend's who is on Tesco and has 4G signal here:
My sim in her iPhone 5c - no 4G Her sim in my iPhone - no 4G
I don't understand...
Just stop. Trade it in for a saw and a plane. Take up carpentry.
Can you access your local O2 cell tower?
If so try unplugging it then plugging it back in again.
If not, can you access your local electricity substation?
I think you need to electro-magnetically isolate yourself from all electronic devices. Try wrapping your hands in inner-tubes and earthing yourself at all times.
@ExTra started
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This might be a dumb suggestion but you haven't actually mentioned that you've gone into settings > mobile data and turned on "Enable 4G".
Have you done that?