I cannot refer to the O2 design specifically, but will answer generally for how models might be assembled. The firebox wrapper will typically be a ‘U’ shaped piece that fits fairly closely to the firebox, on top of a thin insulation.
There is generally a transition moulding, or shoulder, between the firebox and the boiler barrel wrappers and this might be quite a thick section of brass or copper beaten to shape. This transition section will be held under the boiler wrapper, and might be screwed to it, it therefore makes quite a firm mounting for the front of the firebox wrapper that can now be screwed to the shoulders.
The rear of the firebox wrapper needs to be mounted to a backhead clothing plate, which itself will be bolted in a few places to blind bushes in the backhead, even if these are only the firedoor mounts. The problem comes when there is no backhead covering and then the firebox wrapper has an ugly and unrestrained rear end. It might be only the cab that holds the wrapper in place.
If held properly at the front and rear as described, the bottom of the wrapper does not need fixing to the firebox.