I bought roaming data for my recent trip, and it didn't work. According to my mates, when I buy the roaming data, I should get a code from the telco to activate the roaming data. I didn't receive anything from the telco. So, I was annoyed, but since it was only a small amount, I let it pass.

I am wondering if it could be the same reason why your roaming data doesn't work. It is surprising that a three-year old Samsung does not allow roaming facilities. Anyway, just a thought. My phone is not Samsung and I do not know how your telco works.