Keep "mobile networks" on auto and enable location.
1) Swap the sims
2) try roaming sim in another set to see if it stays roaming in that set also.
3) try another sim in your current set and see if roaming appearing or not.
2) and 3) will tell if issue is from sim side (service provider) or phone side.
Your software version is correct.
There is no reason for it to go to roaming mode. It is programmed to go into roaming mode when you go to some other country.
Even if roaming is kept on, it will never go on roaming network when local sim is being used in its respective country.
B129 update does not install successfully.