I can only apologise for this - it's not something that we could diagnose in the same way we can when you are in the UK. There would be no reason as to why this has happened from this side - as to set you up for when you are abroad your roaming would need to be active and in this case it is because you've been able to use and and can still make phone calls.
Is it possible you can remove the other SIM card just for the moment, reboot with only our SIM in the phone and let me know if there is any difference? I am not putting it down to that at all, I just want to see if it does help.
The text to 789922 would be to configure the APN settings - but are able to manually check to see if they are right, and these are the correct ones: https://community.virginmedia.com/t5/Digital-life/Mobile-APN-settings/ba-p/3629014
Let me know how you get on.
Cheers,
Ryan.