Stop auto-selecting cellular network
Problem was that the settings made in the device by manual selection wouldn't stick
Solution
Dial *#*#*4636#*#* and in Phone Info section → preferred network type choose the network type you would like to be always connected to.

As OP noted in their comment, the network selection made in settings was not sticking and the selection made in above menu did stick and prevent roaming  (they chose LTE as preferred network)