Its an O2 issue, as the only thing that you need to check is the port ofrwarding on your router, but if it works on another 3G provider im sure your router is configured
for more infor please check those links
I have a slingbox and all works fine. Apart from on O2 and over a 4G or 3G network on my iPhone 6. I know it's not my router settings or home network because I have another iPhone a version 5 that works over 3G on EE.
This did use to work until about a month ago over O2 network have there been any changes recently?