I understand this pain to some extent, as I traveled abroad in Spain and Italy for a quarter and had to work with different carriers while I traveled around Europe. I solved it to some extent by getting a prepaid SIM card in Spain and Italy. Even though the carriers were supported in the various EU countries I visited, I did pay more for data usage in each one outside of the original country. I get that the phone companies want you to get a plan for the country you will reside in, but the roaming fees are definitely far more costly than they would need to be, especially when I was visiting Portugal and France, which are next to Spain and wouldn't need too much more effort in rerouting.