Sorry, my mistake.
I thought that EEA countries were covered by Guido EU roaming but they're not.
In that case you need cash credit to pay for outgoing and incoming calls and outgoing texts and data will not work at all as data only works abroad when roaming in the EU on a Guido membership.
If you're not getting any connection at all to a local network then it's most likely the iPhone abroad issue due to the stupid way that Apple do things.
Hope this helps.