Problem, whilst not solved, has been identified.
When I took out the contract I declined the direct debit option and said I would just add credit to my account each month, now according to EE customer service you need to pay by DD to get EU roaming.
As pointed out by me the guy in the shop said to me, 'yes it will work in Germany,' not, 'it will only work in Germany if you pay by DD.'
According to the helpline there's nothing that they can do to add the roaming to my contract without me changing payment method, I feel a trip to the shop coming on this Saturday.