Unable to connect to networks when roaming

[M-Gul]

For the past 4 years or so, I've never been able to connect to a network when abroad. 

This has been different devices,  a different contract type (sim only to pay monthly with device) and even a new physical sim.

My current device has given the most useful error message so far which is "Your SIM card does not allow a connection to this network". 

This implies there is some restriction on my actual sim, but every time I call O2 or go into a store, they tell me my account looks fine and there are no blocks on it.

I absolutely don't want to change my phone number but I feel like that's where the problem is. 

I also don't want to switch away from O2 if I can help it because of the free roaming (oh the irony).

Has anyone come across this before? Would be helpful if I could direct O2 as to where they should be looking on my account!

[MI5]

@M-Gul 

Have you tried manually searching for different networks to try.

Often the ones that say forbidden actually work the best.

[M-Gul]

Yes I can't force a network connection either.  None are available to connect to

[MI5]

@M-Gul 

If you can'tr resolve it with O2, Vodafone offer the same EU roaming as O2, ie free up to 25gb per month.

[M-Gul]

Good to know - thanks!