So what happens now?

[Roguishhunt]

My phone is lost or stolen.

I called vodafone to tell them/get a new phone/get it disconnected.

The message I got was

"The lost and stolen phone department at vodafone are not working at this time. Please try again later."

I am still paying the bill.

Exactly how is this supposed to work?

Maybe go onto your online banking if you have it, and stop the direct debit from leaving x

Have you tried phoning the ordinary customer service line instead?