LTE: Lost/Stolen Phone in another country, didn't receive text/data/voicemails after new SIM?
Chances are that no messages were sent to you in the last 72 hours, and they were deleted. At&amp;t will only try delivering the texts for 72 hours and then they delete them from the servers


  All the messages sent are retried for up to 72 hours and any
  undelivered messages get deleted after that 
  Source


As for missed calls, you will never receive missed call notification for calls that were made while your phone is off, unless a voicemail was left.

I'm not sure why no voicemails came in. It's possible that it's similar to what I wrote about sms's above, that they get deleted after 72 hours.

Also possible that your phones data was turned off, and therefore you did not see it in Google's device manager. But all texts and calls came to that phone.