The 'live tracker' that we can see on the web page is not gathering the data they'll need for validation; their head units are doing that, so that's not an issue. (For validation, that data needs embedded heart rate and/or power data too, so it's certainly the case that lots of electronics do need to be functioning.)
Not all on-line trackers use cellular networks, but theirs does. See:
https://followmychallenge.com/our-trackers/ . The SIM in the device roams though, so they do not need to do anything about different SIMs for the actual tracker (they might do for their phones, conceivably, but that's not relevant for this tracking issue.) The tracker site briefly said that 'Follow my challenge' were working on a fix for the tracker, and it seems to be still working now, so presumably they did something :-)
SE Asia sounds 'entertaining' for various phone things :-\