Ring up O2.
I'm on Giffgaff and switched to a 4G package sometime last year on my iPhone 6, after months of never receiving 4G in my hometown (which was currently undergoing rollout) I thought it was just bad luck due to my city not having it implemented fully yet, then I went on a trip to London - still couldn't receive 4G in the heart of London.
So I contacted Giffgaff and turns out they'd forgot to enable 4G on my account from there end. Could be the same situation for you, worth a try.