O2 Contract and portability issue

I have purchased a new mobile phone with O2 contract from Mediamarkt online. I also registered for the Mobile Number portability (Rufnummermitnahme) option. Unfortunately, due to the problem at DHL at my place, I was not able to collect the packet from DHL (My identity card was not able to scan at the DHL outlet) and they send the packet back. 

As the packet was having the new phone, SIM and the contract details (Vetrag), I didn’t get any documents from O2 for confirming my purchase. Day before yesterday was the day for my new SIM activation (The day they transfer my number from one provider to other) and the new SIM got activated (Says in the Mediamarkt portal) and the SIM I was using got deactivated. 

Presently I don’t have an active SIM with me, but I did receive a bill for 40€ from O2 as ‘activation charge’ for the SIM i never received. It is been two days, I am not having any active SIM, no way to call or message.. O2 customer service is asking to contact Mediamarkt, Mediamarkt saying to contact O2 and the drama is going on…!!!

At present I am planning to cancel the order from Mediamarkt. So my questions are:

1. Do I need to cancel the order from O2 as well? Then how?
2. What will happen to my mobile number? How i will get it back?

Any inputs are welcomed...:)