Have you roamed outside the EU before? There are two levels of roaming, it's usually full international permissions that are activated but some users do enable EU-only roaming.
That would explain your symptoms, and if so the only recourse will be to check with EE CS whether full international roaming is enabled. Make sure you've toggled flight mode and manually attempted a connection to every local network first.
If that fails, then you'll need to contact EE via another means - either +44 7953 966150 from another phone, or +44 800 0798586 from a web-calling app such as Skype.
