Just ask them to call you back at your hotel?
On the odd occasion when I've called Amex from outside my home country, and mentioned that I was abroad, they've always immediately offered to call me back at their expense on a local number. Based on those experiences with the nice folk in Brighton, I wouldn't hesitate to ring up and say "hi, I'm in XXX, this is costing me a fortune, please call me back at the YYY hotel and we'll do security then, it's urgent" if I really needed it.