Welcome to the community and thanks for posting. I'm sorry to hear you can't connect to a network in Lanzarote.
If you're on pay monthly, roaming is automatically switched off to avoid any unwanted charges. You can enable this via your online account by following these steps:-
Online account > Plan and device > Manage services > Going abroad
If it shows it's turned off then please turn it on. You'll need to wait 2-24 hours for this to be successful and a restart maybe required. Don't forget to check our costs and coverage for Lanzarote too.
If you continue to have trouble then there are many ways you can contact us. The number you'd need to call the team from abroad is +447953967967.