Why am I receiving bills after my contract has been terminated?

After proving my deregistration from Germany, I finally managed to terminate both my contracts with O2 in April, after paying an extra amount (in addition to my remaining bills) to settle the termination, but I received a confirmation anyways.

Afterwards I kept receiving bills each month. Then at some point I got a warning through a 3rd party that I need to pay these bills in addition to some penalty. 

Question is, is my contract actually terminated? If yes, why am I receiving bills? and how am I supposed to deal with this penalty?

This is absurd!