O2 not received my phone return

return of my phone contract under 14 day warranty

Let's assume "warranty" is in that phrase actually means "cancellation", so:
bypass all that nonsense about

I did / did not employ the courier

and simply do two things no later than the 15th calendar day after you took the products to the post office:

1) show o2 the evidence of you having passed the rubbish product to its courier max 14 days earlier
and
2) demand o2 provides proof of its exemption to S34 (4) and (5) (b) of The Consumer Contracts (Information, Cancellation and Additional Charges) Regulations 2013.

Observation:
o2 does not have any such exemption, so is obligated to comply with the legislation,
and although there is an obvious similarity:
it is highly unlikely o2 will suggest you put used bog roll in the return package rather than an o2 phone.

The salient text of S34 (4) and (5) (b) of of The Consumer Contracts (Information, Cancellation and Additional Charges) Regulations 2013 states:

(4) Reimbursement must be without undue delay,
and in any event not later than...the end of 14 days after...
(5) (b) ... the day on which the consumer supplies evidence of having sent the goods back.

legislation.gov.uk/uks…ade
where "reimbursement" in this instance is any upfront handset payment plus any subsequent recurring monthly fee, less usage costs or IAW pre-agreed usage fee arrangement.