CUPID-0, an array of Zn^{82}Se cryogenic calorimeters, was the first medium-scale demonstrator of the scintillating bolometers' technology. The first project phase (March 2017-December 2018) allowed the most stringent limit on the neutrinoless double beta decay half-life of the isotope of interest, ^{82}Se, to be set. After a six month long detector upgrade, CUPID-0 began its second and last phase (June 2019-February 2020). In this Letter, we describe the search for neutrinoless double beta decay of ^{82}Se with a total exposure (phase I+II) of 8.82 kg yr^{-1} of isotope. We set a limit on the half-life of ^{82}Se to the ground state of ^{82}Kr of T_{1/2}^{0ν}(^{82}Se)>4.6×10^{24} yr (90% credible interval), corresponding to an effective Majorana neutrino mass m_{ββ}<(263-545) meV. We also set the most stringent lower limits on the neutrinoless decays of ^{82}Se to the 0_{1}^{+}, 2_{1}^{+}, and 2_{2}^{+} excited states of ^{82}Kr, finding 1.8×10^{23} yr, 3.0×10^{23} yr, and 3.2×10^{23} yr (90% credible interval) respectively.