@IL
Make sure this setting is set to abroad:
Apple:
Settings > Mobile Data > SIM Applications > Make sure this is set to abroad.
Android:
Sky Menu App or SIM toolkit > Roaming > Make sure this is set to abroad.
That apart have you tried searching for other networks to see if your device will connect and then work ?
Further help here:
https://www.sky.com/help/articles/sky-mobile-roaming-problems-no-signal-apple
https://www.sky.com/help/articles/sky-mobile-roaming-problems-no-signal-android
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