Could you double check your selfserve » plan and addon to see if roaming addon was added properly. You would need the international voice roaming at least to receive incoming sms. 

Also, have you tried to restart and reset network settings of the phone?

I don't understand why I would need international roaming to receive SMS. I thought I need international roaming to send sms. I have switched all the network settings off and on.  I was wondering if I needed to connect to a specific European network for sms to come through. Right now it is connect to moviestar   

I think I may have figured it out. I have an esim loaded for data access only but it was also set as the default for sms.  I've changed the default to Koodo and we will see what happens.  Thanks for your assistance. 

Sadly I was wrong.  It didn't make any difference. When I have a strong enough signal from a provider other than moviestar I will switch and see if it makes any difference 

Can anybody explain this?

You would need the add-on as they are the provisions for roaming to work. Could you add easyroam to your account as per Koodo instructions https://www.koodomobile.com/en/help/easy-roam

Thank you, I have turned easy roam on but I don't see any change.  Does the setting take a while to update on the system or is something else required on the phone?

Thank you, I reset the network services and all is working.  I appreciate your help.