Try sending to the +44 version of your mobile number
eg 078888888888 cecomes +447888888888
If that fails to work then you need to contact the sending mobile numbers network initially explain the issue. If you could give them some more examples of O2 to vodafone sms failures that would strngthem your case.
It could be someone has made a change on O2 regarding your specific vf number range.
By contact both O2 and vf you should hopefully get a result.