After some further testing I realize that after the OTA update my SIM now has three IMSIs, which can be selected manually through the STK menu:
- "Global"
- IMSI prefix: 204-04 (Vodafone NL)
- roams on Vodafone DE, O2 DE and (due to so-called steering of roaming) after the fourth attempt to manually select Telekom DE (formerly known as T-Mobile).
- cannot roam on E-Plus DE
- "UK"
- IMSI prefix: 234-26 (Lycamobile UK)
- cannot roam on any German network - very likely restricted to O2 UK
- "Germany"
- IMSI prefix: 262-43 (Lycamobile DE)
- registers only on Vodafone DE (Lycamobile DE's home network)
You can see if roaming is actually completey blocked for a certain network by the immediate failure to register after selecting a network. If registration just takes ages and then fails, then this is very likely caused by steering of roaming, which is achieved by the HLR of your home network not responding to the location update procedure performed by your handset when trying to register on another network. Operators assume that a phone in automatic network selection mode will try to register three times on a network in case of timing out location updates and will then try the next network available. By this operators try to steer subscribers onto the preferred network.
However after the the fourth attempt to register the HLR will usually accept the location update as it is assumed that your handset is out of coverage of the preferred networks.
Hence you should also try with each of your SIM card's IMSIs to manually register on each British network four times.
I wonder why they don't market this product under the Lyca brand or at least with some reference to them (like "powered by Lycamobile"). After all those failed roaming discounters many customers (including me) have reservations against these kind of products, so mentioning the entity behind this offer would create some confidence.
P.S.: Of course if you use the "Global" IMSI your calls will not be billed by the cheaper tariffs ("International Rates in toggle mobile countries (with local number)") but instead by the "International Roaming" tariff. So in the UK you would pay £0.34/min for local calls instead of £0.03/min. Despite the higher tariff this is an interesting option in case you are in a coverage hole and need to place or receive calls.