And, at the risk of being boring (and confusing), I now know where the missing SMS's went.
On Thursday, after I put the EE sim into my Google Pixel and activated it, I put my old Sky mobile SIM into an old Samsung phone. I wanted to be able to receive calls and texts on my own number on the old phone until the number ported to EE on my new phone.
On Friday, after EE told me that the number had ported, and Sky told me my contract with them had ended, I removed the Sky SIM from my old Samsung phone and turned the phone's power off. The old phone therefore had no SIM and no power. I then realised I wasn't receiving texts on my new phone, with the EE Sim, but that calls were working fine.
Today I did the fix that I've mentioned above, on my Pixel, and new SMS messages started to arrive. But the ones that had been sent before the fix didn't arrive.
I turned the power back on my old Samsung phone this afternoon, and all the texts that people had sent me after the number had ported to EE, and after I'd taken the old Sky SIM out, had arrived on that phone.
I didn't realise that texts can still be received on a phone that doesn't have a SIM in it, and where even if the SIM had still been in it, the number had been ported away.
This probably makes sense to some if not all of you, but it makes no sense to me 🙂
