I had problems receiving international text messages from Denmark since I purchased my phone about 3 months ago, and the problem has now been solved but only due to help from my sister in Denmark.
I have been in contact with the Customer Service Department at AT&T since 2-3 months to solve this problem, and have been told repeatedly times that the fault was at the Danish carrier’s side and not AT&T's. I was also told that there was nothing AT&T could do, and that the next step was for me or family members to contact the Danish phone provider and let them solve the problem. My sister then contacted her phone company who told her that the problem was at AT&T’s end because my phone was not registered with AT&T’s network. Very confused, I went back to AT&T with this information who informed me that they would solve this issue. Later I found out when asking more in depth about the problem, that the network = AT&T had forgot (!) to activate a so called 'routing number' when my phone was purchased, and that was the reason for not being able to receive international messages! After identifying the problem it was solved within 2 days.
Bottom line is that the problem wasn't solved before I via my sister identified the cause of the problem and gave AT&T this information, and it was only solved because I refused to believe the customer service agents when they said that the problem was at the Danish side.
So if you are having a similar problem, ask if your routing number has been activated. That would have saved me from 10 frustrating hours on the phone with AT&T!
Were you dealing with the "regular" customer service, or the International customer service? The international ones are usually much more knowledgable. I had a similar problem in Japan not being able to get phone service due to some numbers missing in the system. Don't remember what term he used, don't think it was "routing number", but sounds somewhat similar. Anyway, he was able to fix it in less than 10 minutes.