What brand is the air handler or condensor? This will determine if O is active for heat or cool.

Orange in O.

White in W.

You have a Black in the first picture. Where is it in the next two? This is probably Emergency Heat for a heat pump. E can be jumpered from E to W on the thermostat. Your picture blocks the writing on the thermostate so I can't read it.

MOst likely a single stage heatpump. if Trane/American Standard, the reversing valve is active in heat. So the thermostat is programmed for single stage heatpump, O active for heat.

Last picture is of Furnace(Not sure what I have its electric but IDK if heat pump or not)

It is difficult to diagnose your thermostat problem if the equipment connected to it is unknown. You need to provide the brand and model number of the outside condenser and the furnace or air handler. Trying to guess from photos is not going to work.

My old thermostat would blow hot air but would never turn fan off.

There is a good chance the problem is due the furnace or air handler control board and not the old thermostat. You are going to need a voltmeter to diagnose where the fault is occurring.

What brand is the furnace (heatpump?) and AC condenser?