US Mobile definitely works. I think you might be confused because US Mobile doesn’t automatically enable global data by default. They enable data on a country by country basis, so unless you went in the app and picked a data plan for the country you’re in you won’t get data [while you’re not on wifi]. However, this has nothing to do with your SMS messages not coming through. They will come through as long as the SIM card is turned on in your phone’s settings.

PS - don’t buy data from US Mobile it’s much cheaper to get a local SIM card wherever you are.