contract cancellation

Unfortunately, the display of the end of the contract does not take into account the receipt of a cancellation, but continues to run as long as the connection has not been deactivated. Furthermore, the o2 programmers do not know when a month ends and how long 4 weeks are. 
So don't be irritated by this display, as long as the cancellation confirmation is correct, everything is ok. However, the technical deactivation by the line provider may well take place a few days later. But this should not have any consequences for the calculation and therefore not be a disadvantage for you. 

If you have received a router from o2, please do not forget to return the device to o2. Please use the o2 DSL returns portal.

I say that I see in your screenshot is normal. 

Please note that o2 DSL tariffs are always billed retroactively. This means that you will always get the bill for the last billing period because you have not yet paid for this period. In any case, you will be charged for all costs arising from the contractual relationship, including the basic charges until 29.04.2020, but also revenues outside the telephone flat rate, possibly a provider change fee or compensation for o2 routers that are not returned. If you have given o2 a SEPA Direct Debit mandate, the amounts of future invoices will also be debited from your current account as agreed.

According to the contractual agreement, the o2 rental device must be returned at the end of the contract. In case of very old devices, the return portal can also give permission for self-disposal. As long as no such permission is available, I can only recommend to follow the contractual agreement and return the device. The DHL return label from the o2 DSL return label is free.