received SMS with content "request failed"
The last part of your question is easily answered, as there are a lot of permission scanners available on the Playstore. For added benefit, I will just mention one: AppBrain Ad Detector also scans for contained ad modules and more:

 
AppBrain Ad Detector (source: Google Play; click images for larger variants)

As you can see in the screenshots, such an app would turn up in "Has access to your messages", and for sure in "May cost you money".

There are a lot more permission-scanners out there, some even explaining what those permissions stand for and what they mean. Take a look e.g. at RL Permissions, Guardian Droid, or aSpotCat (app by permission) -- and check their related apps for more candidates.