I imported my Note 20 Ultra from Korea (to get the SD version) to the UK and it always thinks it's in Korea because whenever I go from WiFi to mobile data it shows a warning message saying data is now roaming, even though roaming is disabled in the settings. This literally happens every time I switch to mobile data and it's really annoying. I can't find anything in the settings to set a specific country location but the firmware contains South Korea Telecom (SKT) branding so maybe that's the issue.
Also on a possibly related note I can't get 5G, I've had the phone for a year and have never seen 5G in the top corner ever, even though I live in central London, and 5G is enabled in the settings.
There is a hidden setting to whitelist EU 5g networks. Worked on my HK version. Just google it and you will find a link. Takes no time at all to do.
Not sure about the roaming message though, thought your SIM would take care of that!
Ahh! I found the menu and read the forums for a guide, managed to remove the whitelist but not remove the Prune for some reason. Maybe cause mine's from Korea it's a bit different, I'm guessing the data roaming thing is related. Anyway I'll keep messing around but that definitely explains what's going on thanks!!