ya, had the same problem. I was in cyprus for a year and before I left I contacted Vodafone and advised them that I was leaving. i was bill pay and they advised me to move to pay and you go. I duly topped up with a substantial amount of money. On arrival in Cyprus i could text and receive calls but not make them. contacted vodafone who then advised that there is no roaming agreement in place. when I complained they said 'sorry'. Fantastic CUSTOMER SERVICE!!!!!
needless to say, I'm home now and no longer vodafone.