Things to know about data roaming
When you are are roaming onto another providers towers they may have the ability to put a cap on the amount of data you can use in a month. I work for Sprint and even tho data roaming is included in our plans I have had many cases when a customer is not able to use data roaming after hitting this cap. In our case the cap is set at 300mb. I don't know if this is what is happening in your case but it's a thought.