Can you first try selecting a different network in your iPhone settings;
Settings > Carrier > Toggle Automatic OFF
If this doesn't work for you roaming may need activated.
You can check your roaming status and activate this if needed, by logging into your My EE account online and go to Menu > Manage Device > Roaming Abroad > This will show as ticked if roaming is activated.
If you have any problems activating roaming when logged into your My EE a chat option will show when an agent is available to get this looked into.