Caller ID setting missing on new ipone SE2

Those settings are not available on the phone if you're using a CDMA carrier such as Verizon or Sprint.

They are only available if you're using a GSM carrier such as AT&T or T-Mobile.

You don't have "Show My Caller ID" under Call Waiting?

You need to contact your cell service provider and have them check the provisioning on your iPhone.

That makes no sense...caller ID works on my 6 but now it doesn't work on the new SE, but I've hsd Verizon the whole time

Yes, it does make sense for the OP, he changed carriers.

We're not talking about whether Caller ID works, we're talking about the controls in settings to change the caller id functionality.

Those controls don't exist when using a CDMA carrier.