Using iPhone abroad - never works only works on wifi

Which country and network are you on? Also when you say not working, are you talking about data, voice or both?

As for settings do you have the following turned on:

Mobile Data -> Mobile Data Options -> Data Roaming

Mobile Data -> Network Selection -> Automatic

When abroad if you turn off Mobile Data -> Network Selection -> Automatic, can/could you see a list of providers and successfully select one?

On my online account I also have to make sure roaming is enabled and international call barring is disabled. (If I have both on then even though roaming is enabled, I can't use my phone abroad as barring is on too!)

Another setting to check is do you have a spending cap on your mobile account? If you're roaming and have a cap of zero (stopping you spending outside your allowance) maybe that's stopping your phone working off WiFi), I have mine set but low enough to not break the bank if I hit it!

I have an iPhone SE (1st gen) and had a Three SIM which I could use in the USA without an issue.

Seems your provider is not actually offering roaming services when out of the country. Or you do not have the Roaming option turned in in Settings->Cellular.

If your service plan allows it, the iPhone should connect automatically to a provider abroad that has an arrangement with your own carrier.

With that said, does your iPhone just say "No service"? Or does it issue an error? What exactly happens when abroad?

Do you get a roaming plan with your carrier when traveling or does your service plan have a Roaming option included?

Also, threats don't work here. If you want to switch to Android be our guest.

In theory it should connect automatically to the local carrier assigned by your carrier, there should be no need for you to select one.

If it is at least connecting to a carrier it means the Phone is working to roam, but there is some issue with the carrier connection or settings.

Outside of ca.ling your carrier when you are abroad and letting them know about this, there is no other mechanism to get the iPhone connected. It set so it does so automatically. I've never had to do anything to get my iPhone to roam successfully.

Ask the carrier that you got the sim from.