Hello,
I would like to ask what APN settings are you using (autoAPN or custom)? I suggest you set your APN settings manually in the Network > Mobile tab (uncheck AutoAPN value, select Custom, and enter your operator APN phrase). You can find your operator APN phrase over the Internet or contact them directly to provide you with one.
Another suggestion would be to make sure that Deny data roaming setting is not enabled on the mobile configuration page (the same one that allows configuring APN).
If that does not help, please generate a troubleshoot file and send it to me via private message.
You also need to pay attention to whether the mobile payment plan of the SIM card you are using provides access to mobile data abroad. You should contact your operator. Your mobile operator may need to enable roaming services on your SIM card that allow you to access the internet abroad.
Regards.