It sounds like there's still something dicky with your incoming number. What's happening is that the SMS centre is sending you a text message and your phone is ringing. When you pick up, the message centre tries to send the text. A modem is actually used to exchange SMS with the message centre so that explains the noise you hear.
What should happen is that the phone checks the caller ID of the incoming call and if it matches it, the call is handed over to the SMS receive function of the phone without bothering you (until the message is fully received). It sounds like the caller ID match isn't working. Maybe take note of the caller ID as it appears on your phone's display and use that as the incoming SMS number. Or try prefixing the full country code (+353818365135).