Different carriers handle this differently but it is a known issue that /e/ uses a library of Carrier Access Point Names; these settings can sometimes vary slightly from the Carrier’s latest settings in use.
APN on you device are found in Settings > Network and internet > Mobile Network > Advanced > Access Point Names.
You can compare these settings with those published by your carrier.
Some Carrier issues are explored in [LIST] Carriers that work or do not work with /e/OS country-wise.
It is probably worth scanning the whole thread to see if your Carrier is mentioned.
Also try search though threads with the tag apn ← is a link to see if this is the approach you might use.
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(SMS and MMS use different technologies, it is expected SMS will work correctly, some Carriers may have dropped MMS from their published offering.)