I have decided to bleed the radiators today but unfortunately, didn't really know what I was doing and did this with the heating on.
I have since found out the heating is supposed to be off when you do this or it can make matters worse.
How do I make the radiators work now as since I have done this, they are stone cold... and so am I.

I would first check that you have a good water source going to your furnace so that any lost water can be replaced. Its sounds like maybe you have an air pocket at your pump which prevents hot water from circulating. Also you did make sure that the bleeder valves were shut tight when you were done with them, right ?

I have not checked I have closed everything correctly. I will run around with the radiator key and check all that now.

I went to bleed the bathroom radiator and it was very stiff so I used some pliers to turn the key. Now the valve just kind of spins around and the key is neither tightening or untightening the valve. Do you think I have broken it and this has caused the problem.

I have checked the pressure on the combi boiler and it looks as though the pressure has dropped which is why the radiators don't work. I have looked for the answer to this on the internet and it says something about a filling loop and to open the lever until the pressure goes back up.. I have done this and nothing is happening.