SMS on roaming can be a hit or miss. I travel internationally every year and I am always worried that some SMSs wont reach and it happens from time to time. I especially hate those product/services that only do SMS based 2FA.
It's weird, regular SMSs do come through, as far as I know. It's hard to tell as I don't get many SMSs, mostly iMessage and Whatsapp. I'm on AT&T, and something about automated messages from those 5-6 digit numbers never show up when you want them to.