Re: Blimey
>I imagine if you can afford to holiday off-shore, you can afford a couple of international SMSes.
That isn't the point. Most people swap out their sim cards for a local one so they don't receive anything at all. I had a similar issue in Europe with Australian banking codes sent by phone. I had no roaming and couldn't do anything.
Upshot: perhaps using a particular SIM for 2FA is the wrong way to do it. I have an electronic doodad from NatWest which does challange-response type stuff for the bank when used with a card. I wonder if these could be made generically so you can use them for all banking, government (with an issued card) etc.