Hi Salvador, I'm having a very similar problem to yours, in fact, I can't activate iMessage or FaceTime at all with my phone number. I'm using an iPhone 6 on iOS 8.3, every time a turn imessage on, it stays on "waiting for activation" for my phone number, number shows in correct format (+58 414XXX-XX-XX) but it never activates. If I tick my apple ID it activates immediately (it is to say, it works with email only). iMessage and FaceTime used to work flawlessly before I had to retore iPhone to iOS 8.3, I turned them off and after turning them back to on, it all began failing to activate.
I've talked to Apple Care (3 times in last 2 weeks, even have a case number), they guided me to several protocol procedures in this cases (network settings reset, set it up as new phone, etc.) but nothing seemed to work. Curiously, if I use my simcard in another iphone (iPhone 4S and iPhone 5) it acts exactly the same as you described your iphone does (if you put your number in correct format +58 414XXX-XX-XX when iMessage (and FaceTime) activate, they change it wrong to +41 XX XXX XX X, clearly omitting country code and making number wrong to text and to call with.
Let's see if some folks in this community have any suggestions in hope to solve this annoying issue. By now iMessage (and FaceTime) can only be used with emails and not phone number. Any further comments or suggestions would be highly appreciated.
iPhone 6 iOS 8.3 - Movistar Venezuela