It doesn't matter whether you have a suspicion or not who it is, you know they are on O2, you have their mobile phone number, and they are HARASSING YOU!
Phone O2 Customer Services and ask them to investigate. If you have already reported this to the police also, then give O2 the "crime incident number" that the police gave you and O2 should sit up and take notice and DO SOMETHING ABOUT IT!
It will stop you from worrying yourself sick over it