Okay, so here's the solution that worked for me, hopefully it will work for most of you too, especially for those who cannot change their "receive at" mobile numbers when changing SIMs between different country networks.
It's not at all abovious at first, but after rooting around in the iMessages settings on my iPhone, it did resolve my problem of a "sticking" phone number.
I had a UK number initially registered with iMessage, but then needed to swap to a Nepali one for a while.
You have to change a location setting in iMessage to reflect the home country of the network you are changing or have changed to.
To do so, go:
Settings > Messages > Send & Receive
At the top, click on your Apple ID (an email address). A menu pops up, select "Change Location" and you are presented with a long list of country names. Select the name of the country that your current SIM card was issued in or is native to.
Next go back to the initial Messages settings page and then slide off the 'iMessage" button, wait a moment or two, then slide back on again.
After hopefully a short while, the change is verified. Go back through "Send & Receive" and check to see if your current number is now registered under "You can be reached by iMessage at:"
Do this for every time you swap a SIM, especially across international boundaries.
If you have an iPad, do the same in there, and if you have a Mac or Macbook running the now native Messages app, try changing that setting too, it does have the option. Keeps everything properly synced up, no more split messages or missings sides of conversations when conversations are viewed from different devices.
Another tip, if you only want to receive iMessages sent to your phone number on your iPhone, then deselect all the other email addresses that are enabled to recieve iMessages on your device, leaving just the phone number. On other devices, select only the email address or addresses you want to be specifically reached at on that particular device. That way you can ensure that only certain addresses are are associated with certain devices, as in say if you only want work related iMessages going to you iPad, and more personal ones going to your iPhone etc.
So, just saying this is what works for me, hopefully it will for you too.
I'm going to cross-post the above every time I come across this question on this forum.