I can't confirm this in general, I was also abroad (Norway) with a CH SIM, which worked.
You write that roaming is activated, so this is not the problem.
Off the top of my head, I'm thinking of a radio frequency in the other country that is not supported by MiFi, but is supported by the smartphone. Under Advanced > Network Settings > Network Mode, you could select "3G only", maybe that will help (even if it is of course detrimental to the bandwidth). You may also have to manually select a network in the setting immediately below (Network Search) or adjust the profile under Dial-up Settings (information should be available from your provider).
Finally, of course, the obligatory advice that a firmware update or a new ISP file might help. See
https://www.tp-link.com/de...