Thanks for the advise, but none of the above solutions worked and as matter of fact was eventually explained to me that you cannot manage roaming on your account (Parental and data controls), even if on the website looks like you should be able to do it. Very confusing and frustrating.
I had to call four times, spending over two hours on the phone, and eventually I was lucky enough to speak to a competent person that very patiently tried pretty much everything possible to resolve the issue. Eventually, removing completely the spend cup (from £30 to no cap at all) fixed the problem. Maybe a note in that section would be helpful.
However, difficult to understand why the problem was caused by the spend cap limit, because on one of the other numbers on the account roaming was working just fine and had exactly the same spend cap set as the number where roaming was not working.
Happy that the issue is now been fixed, puzzled by where the issue was generated from, disappointed that I to call four times and speak to four different technical support advisors to fix what sounded like a relatively simple problem.
Conclusion, I believe EE should seriously consider investing more in staff training.
