where the co2 goes in spaceship if we are using all o2 in it?

It is captured inside lithium hydroxide filters, which need to be replaced from time to time. The most modern spacecraft can even use regenerative filters, that can be cleaned by heating them, releasing the CO2 into space.

There is no filter yet that can turn CO2 into oxygen without huge power demands, and electricity is pretty "rare" on a spacecraft.

Mr. Urwumpe said, "There is no filter yet that can turn CO2 into oxygen without huge power demands."

Should be obvious if you think about it. Human metabolism liberates energy by oxidizing carbon. It must take an equal amount of energy to reduce the carbon and liberate the oxygen. Equal in theory, but since no process is ever 100% efficient, it really takes MORE energy to reduce the carbon.

Chemical based scrubbers convert CO2 into carbon and oxygen. The carbon is captured within the unit and the O2 is recirculated.