How to use MMS with disabled data roaming? Can I disable all data except for MMS in roaming on Android 4.4 KitKat (Xperia Z1 Compact)? 

Disabling Data Roaming disables also MMS. I want to use MMS, but not any data (because of high expenses). 

I realized that in phone there are two APNs: one for internet and MMS. Active is Internet APN, which has settings for MMS empty. Can't this be leveraged somehow? 

Or any other ways to use MMS with data disabled?
Usually MMS are sent/received via GPRS connection.Get the GPRS and MMS settings one again from your carrier.Try to  Set your default carrier to MMS. Now if you turn on mobile data it will not connect to internet.