I'm trying to cancel my service wih O2 but they keep creating hurdles

You have two options - either call them and eat the costs of that call and end the contract. Or, you can ignore this and let the contract continue charging you per month resulting in higher costs in the long term. I know what I would do in this instance. 

Third option: terminate the contract in writing.

How can I do it? Over the internet or I have to send them a letter with my handwritting and photo of my dog?

Letter, typed, photo of cat.

FYI

I called. They said they can't help unless I do X and Y and this and that.

not really helpful and I still have the international call to pay up !

great.

Hi @Zappatone, 

welcome again to our English Community. 

I regret that you like to cancel all your contracts. But as you have already moved abroad, I understand that you like to get rid of your contracts. 

You have 2 possibilities: 

1. Cancellation because of moving abroad: A complete instruction how to proceed you find here: 
2. If you like to cancel your contract to the end of your 24-month-duration or your 12-month automatic duration, please fill out this form: Cancellation in written form You can either send the filled out form by fax or by letter. 

The good news is that we have already a cancellation-notice for your main card with the tariff “o2 Free M Boost”. 

But you also possess 2 o2 my Data-contracts. For these contracts, we also need a cancellation if you wish to end them. 

I hope this information is helpful for you. If you need any further assistance, just come back here to our English Community. 

We also have an English hotline that will certainly be of help to you as well: 

Loving greetings,

Tobias