Can't set up mobile service on apple watch ultra 2 on O2

I've bought a new iPhone 15 pro and apple watch ultra 2. I'm on O2 in the UK. When I try to set up mobile service in the watch app on the phone, I get an error. I've run up against dead ends having spent hours on the phone to O2, who seem to have this as a common problem. I've been told that I need to buy an iPhone and watch from them (I bought directly from apple), that the feature isn't supported and multiple other things.

This is a fairly common problem for anyone whose number was previously with tesco in the UK (tesco is a sub network of O2). It seems they can't fix it,and one of the reasons I bought an iPhone and apple watch was because it should all work well together.

Help with this would be appreciated.

I've restarted the phone and watch,unpaired and repaired the watch,and everything is up to date.