Configuring multiple SIMs combined with Roaming seems similar to this issue raised previously: Dual-SIM Issues: No way to individually manage mobile data and roaming settings?
Maybe @DiTA (original poster) can at least commiserate with you, but I think it remains “less than ideal.” I don’t quite get if it is just lack of feature buildout, or if there are underlying bugs, or what. They did find this link to an unresolved bug at the LineageOS level: 22.1-20250207-NIGHTLY-DualSim: Data SIM switches back to wrong SIM randomly (beyond1lte) (#8304) · Issues · LineageOS / issues / android · GitLab
But probably this needs broader input from the wider “LineageOS + dual SIM + roaming” world, I suggested their Reddit or others suggested their Discord??