Stop data saving when roaming?

I am often out of my home country and noticed the iPhone has an habit of trying to save data when I leave the UK. I have not asked it to do this, and frankly, wish it wouldn't!

Examples: it keeps disconnecting my email app and if I want to bluetooth/hotspot connect my MacBook or Kindle it will only do this if I manually fiddle about, rather than auto-connect, as when I am in the UK.

I have loads of data per month whether in the UK or EU, so want to stop this happening.

Does anyone know if there is a setting I can adjust.

Thank you.