Hi, I managed to fix my own problem by manually defining Vodafone UK's APN information as per this link https://support.vodafone.co.uk/Device-Guides/Office-and-leisure/Internet/52324246/Set-up-your-phone-for-internet.htm

This is clearly a bug in my opinion. The APN to use (which is already is aware of, as it works in the UK) should be that of the HOME network, not the ROAMING network. The date exchange network between operators allows the roaming between different places and calculates the billing. The router needs to look at the country where the SIM is registered when choosing an APN, rather than the location of the network it is connected to. You don't define a new APN on your iPhone when you travel do you.

Can this be raised as a bug please?

Thanks