So I SEEM to have it working at the moment, but I will comment if anything changes.
Settings > Network & Internet > Mobile network > Advanced > Access Point Names (APNs) , Then select the one you have selected and in the third row (labelled “Proxy”), delete the proxy, and then click on the three dot menu to save the setting.
There also appears to be a more detailed explanation at MMS issue with Fairphone 3 and Orange operator - #26 by p.rcto