I am in Australia. have the O2 travel bolt on but am not able to get coverage either mobile network or internet unless I have WiFi. I've put data roaming on but still no luck. I cannot use my phone for GPS, WhatsApp or even make a call. I travelled frequently before Covid and have never had this problem before.
Some things to try
Manually search for another network
Reboot the phone
If you have an iPhone change your data APN to "mobile.o2.co.uk"
If still not working then contact O2 to remove the roaming bar on your account
*The Game Is On*