Call forwarding whilst roaming

[inquisitor]

As soon as you register to a foreign network, the HLR (home location register) of your home provider will be updated by the information, that you are registered on that certain foreign network. When somebody calls you now, you operator looks up the HLR, realizes that you're abroad and forwards the call to the corresponding network, which is the first leg, where costs emerge.
After the call has been handed over to the foreign network the VLR of that foreign network (visitors location register) will be looked up for where exactly in the network you are located. If you can be found, your phone will ring. If you can't be found (because your phone is switched off or outside coverage) and if you have set up a conditional forwarding, the foreign network will forward the call to the destination number of your forwarding, which would be your UK-based mailbox. So for that forwarding back to the UK, the second leg, costs do emerge again. So a conditional forwarding will be billed like an incoming roaming call + a call from the foreign network to the forwarding's destination number. You pay for both legs.
Of course it would be smarter, if the HLR would first request at the VLR if you're available at all, but afaik your home operator can't find out if you're actually available and so will always forward calls to the foreign network. At least that was the case back in the 90s when I still used mailboxes. Maybe today there's another technical solution like a remote VLR-lookup or maybe operators just stopped this stupid billing, allthough it actually uses capacity. At least United Mobile do not charge for conditional diversions to the mailbox.
However if you set up an unconditional forwarding, this will be stored in the HLR and calls will directly be diverted by your home network without that circuit via the roaming network and so no extra costs will apply.