I am overseas and I have had International Roaming activated from 14/12/22. Last year I had the same issue with Roaming (while overseas) and you were able to fix that from your side. The story is, I was able to receive SMS absolutely OK on my mobile while I was in Thailand. Up until I arrived in Russia I did not receive any sms!!! I did not receive any msg saying "Welcome to Russia" (it means the system doesn't recognise the roaming)
I was restarting my mobile many times, turning on and off, putting out sim, but No luck at all.
I also have been trying to connect to the available network manually many times (MEGAFON RUS is the only available option) but it says unable to connect. "Selected network not available". No other networks are available. Put in a different sim card and it was working ok, it means everything is ok with my mobile settings.