Hi Eleni,
You will need to confirm that the Roamers have CAMEL flags set in the HPLMN. You will need to check this with the HPLMN CSP. Next step is to use a protocol analyser with a trace to look at the CAP V2 and MAP messages that are exchanged between the VPLMN (your Network) and the HPLMN. There maybe a node in the signalling chain that is “filtering” the IDP. Check what SS7 Policing Masks you have on your egress routes.
VBR/ Wallis Dudhnath