Do you have a Guido membership?
You need one for EU roaming to work:
If you have and you are using an iPhone (looks like it?) then you may need to be aware of this issue due to the stupid way that Apple do things:
You may need to try that change MANY times before it works.
Toggline airplane mode on and then off and then trying the reconfiguration quickly may help.
If none of that helps then you may need to contact 48 support for more assistance.
See the link in my signature below.
Hope this helps.