What does your LTE plan show up as on the AT&T bill? My grandfathered plan is listed as "Unlim Intl data for 4G LTE Smartphones"...
I wonder if it's possible a new SIM card is required for the new providers? Might be worth asking for a replacement next time you're at an AT&T store, just in case; they're usually happy to swap them out for newer ones for free, and in the past 3G world, a replacement card was occasionally required to improve roaming coverage.
Edit: I haven't tried roaming in an LTE-capable roaming country yet, so no clue if my plan works for that purpose or not - just wanted to provide a data point since my international plan explicitly mentions LTE.