Do you have a Guido membership?
If not then nothing is going to work.
EU/EEA roaming only works on Guido and not any other membership.
If you do have Guido then what happens when you manually search for networks?
Can you see and connect to any local network?
If not then the issue could be this due to the stupid way that Apple do things:
You may need to be very persistent to get that trick to work.
Toggling airplane on and then off and then quickly trying that reconfiguration may help to make it work.
If none of the above helps then please post back with more info.
Hope this helps.