If on contract, did you activate roaming on your EE a/c before you left UK by texting ROAMING to 150?
Often just rebooting the phone is the simple remedy. Otherwise try logging into your My EE account online & go to Menu / Manage Device / Roaming Abroad and also Call Abroad and Premium rate. They will show as ticked if roaming and calling abroad is activated. If they are not ticked, can you activate these settings?
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To phone EE: The local rate landline number +44 207 362 0200 or Freephone +44 800 079 8586 - Option 1 for Mobiles; Option 2 for 4G WiFi; Option 3 for Home Broadband & EE TV.
ISPs: 1999: Freeserve 48K Dial-Up => 2005: Wanadoo 1 Meg BB => 2007: Orange 2 Meg BB => 2008: Orange 8 Meg LLU => 2010: Orange 16 Meg LLU => 2011: Orange 20 Meg WBC => 2014: EE 20 Meg WBC