I've got the iPhone 12 Pro Max. I followed 2 different posts from @enlli, in the other one he said to set the roaming to National. Doing that has fixed my problem with it adding +32 on the front of numbers.
But now I'm unable to get OTP messages. They arrive hours after they're supposed to which makes them useless. I'm on WiFi calling at home, the other day I was away from home and an OTP message came in instantly.
So there's something very strange going on with WiFi calling and roaming. I think the issue with numbers started when I got WiFi calling working and it looks like the fix for that then messes up OTP messages that get sent as normal SMS.