Can not use mobile internet in EU.

Hello,

I can not use my phone outside of Belgium but still in EU. I thought something setting is not ok, so checked with an apple guy and found it is ok. It shows a company name at netwerkselectie, data roaming is on and SMS is sent from orange that you are in xxx and you can surf as in Belgium. 
additionally when I connect my iPad to iPhone, I can surf with my iPad  

can someone guess what is wrong with this please?

thanks