I have been having the same problem. My data roaming is on both on my phone and account, I have updated my APN settings as required and the data on my phone is still not working abroad in Croatia!! I always have issues with virgin trying to use my mobile abroad!
My APN settings were confirmed numerous times and then the last excuse was that maybe my sim card had a fault haha! Terri don't insult peoples intelligence.. it seems the message isn't getting through to VM that data roaming is a shambles. And don't try and gloss over it as customers having incorrect APN settings that's total rubbish.
Anyway I phoned and requested a new sim card and they said well sir good news as a good will gesture we will allow you have your new sim card free of charge after they claimed it was faulty after running out of excuses for no data roaming...seriously! Now my voicemail has mysteriously deactivated when showing as active on my account. What next!
Anyway I'm going abroad in December and let's see if if data roaming works now after being assured it will (I won't hold my breath).
You know whats funny, thing was before it became free across Europe to use your minutes & data abroad, it worked fine if forgot to turn it off or buy a ticket it would rack up the data like a demon and I would face a huge bill when I got home
Following a network refresh I'd like you to now restart the handset. It should connect back to the network automatically but sometimes a manual search and select is needed (Google how to do this if you're not sure).
Try it now and if it's still not working then you must follow the steps mentioned here.