Using iphone abroad - no data!

iPhone 11. 4G works fine at home but once in Europe, it doesn’t work. All settings are as it should be - mobile data, roaming, etc. When the O2 sim is used on another iPhone, it picks up the 4G no problem but when back into the iPhone 11, no cellular connection. The phone picks up the signal as I am showing several bars but it’s not connecting to the network.

I have turned off the phone several times. No change. I have done a Network Reset. No change.

Any more ideas to sort our this problem?

Many thanks