Suggestions for 'unlocked' cellphone that, er, isn't (now)

[Albannach]

Maybe someone has an idea on here about what's happened to my phone. It is (and was purchased as) unlocked, and I've used it with various SIM cards in the UK, but once I came to Taiwan it came over all coy, and decided it didn't want to play with a local SIM card. It's a real pain, since now I can't access local mobile broadband unless I use O2's roaming - and I'm not rich enough to want to fill O2's coffers.

Might O2 have corrupted my phone? Has the phone (somehow) reverted to being locked? And does anyone have any suggestions as to how to put this right?

I could backup both data and apps, and reset to factory default, in the hope that I could reinstall everything and remove the lock, but it's uncertain at best and at worst would lose some data and/or apps. So I'd rather avoid that, and I'd be very grateful for any alternative suggestions.

[Albannach]

Just for information, I've tested the phone with a German SIM card and, yes, it's been locked. Any suggestions on how to stop O2 from being so naughty again gratefully received.