New Pro phone user - not receiving international text messages

[HelenS]

I have had the phone for 2 weeks and UK text messages are being received and sent as expected. I discovered yesterday that someone in the US sent me two text messages last week - I received neither of them. She tried sending me a test message again yesterday - also not received. There is no problem with her phone - she sent a test message to someone else in the UK yesterday and they received it. She also received the test message I sent her yesterday. Is there a particular setting on the Pro 10 phone to enable receiving international texts? I'm on the EE network.