I built the SMS sample without changing anything. I am using a Lebara prepaid sim card. I was able to exchange SMS messages from one cellular phone to another. I checked with the sample at client in case a pin is necessary. This is not the case according to the response of AT+CPIN
log from sms sample:
2021-12-16T06:22:27.506Z INFO Application data folder: C:\Users\martin\AppData\Roaming\nrfconnect\pc-nrfconnect-linkmonitor
2021-12-16T06:22:27.563Z DEBUG App pc-nrfconnect-linkmonitor v2.0.0 official
2021-12-16T06:22:27.563Z DEBUG App path: C:\Users\martin\.nrfconnect-apps\node_modules\pc-nrfconnect-linkmonitor
2021-12-16T06:22:27.563Z DEBUG nRFConnect 3.9.1, required by the app is (^3.8.0)
2021-12-16T06:22:27.563Z DEBUG nRFConnect path: C:\Users\martin\AppData\Local\Programs\nrfconnect\resources\app.asar
2021-12-16T06:22:27.564Z DEBUG HomeDir: C:\Users\martin
2021-12-16T06:22:27.564Z DEBUG TmpDir: C:\Users\martin\AppData\Local\Temp
2021-12-16T06:22:32.834Z INFO Modem port is opened
2021-12-16T06:22:32.850Z DEBUG modem >> AT+CFUN?
2021-12-16T06:22:54.524Z DEBUG modem << *** Booting Zephyr OS build v2.7.0-ncs1 ***
2021-12-16T06:22:54.529Z DEBUG modem << Flash regionsDomainPermissions
2021-12-16T06:22:54.532Z DEBUG modem << 00 01 0x00000 0x10000 Securerwxl
2021-12-16T06:22:54.534Z DEBUG modem << 02 31 0x10000 0x100000 Non-Securerwxl
2021-12-16T06:22:54.540Z DEBUG modem << Non-secure callable region 0 placed in flash region 1 with size 32.
2021-12-16T06:22:54.591Z DEBUG modem << SRAM regionDomainPermissions
2021-12-16T06:22:54.594Z DEBUG modem << 00 07 0x00000 0x10000 Securerwxl
2021-12-16T06:22:54.598Z DEBUG modem << 08 31 0x10000 0x40000 Non-Securerwxl
2021-12-16T06:22:54.600Z DEBUG modem << PeripheralDomainStatus
2021-12-16T06:22:54.606Z DEBUG modem << 00 NRF_P0 Non-SecureOK
2021-12-16T06:22:54.612Z DEBUG modem << 01 NRF_CLOCK Non-SecureOK
2021-12-16T06:22:54.618Z DEBUG modem << 02 NRF_RTC0 Non-SecureOK
2021-12-16T06:22:54.620Z DEBUG modem << 03 NRF_RTC1 Non-SecureOK
2021-12-16T06:22:54.626Z DEBUG modem << 04 NRF_NVMC Non-SecureOK
2021-12-16T06:22:54.628Z DEBUG modem << 05 NRF_UARTE1 Non-SecureOK
2021-12-16T06:22:54.635Z DEBUG modem << 06 NRF_UARTE2 SecureSKIP
2021-12-16T06:22:54.640Z DEBUG modem << 07 NRF_TWIM2 Non-SecureOK
2021-12-16T06:22:54.642Z DEBUG modem << 08 NRF_SPIM3 Non-SecureOK
2021-12-16T06:22:54.647Z DEBUG modem << 09 NRF_TIMER0 Non-SecureOK
2021-12-16T06:22:54.649Z DEBUG modem << 10 NRF_TIMER1 Non-SecureOK
2021-12-16T06:22:54.650Z DEBUG modem << 11 NRF_TIMER2 Non-SecureOK
2021-12-16T06:22:54.653Z DEBUG modem << 12 NRF_SAADC Non-SecureOK
2021-12-16T06:22:54.655Z DEBUG modem << 13 NRF_PWM0 Non-SecureOK
2021-12-16T06:22:54.659Z DEBUG modem << 14 NRF_PWM1 Non-SecureOK
2021-12-16T06:22:54.661Z DEBUG modem << 15 NRF_PWM2 Non-SecureOK
2021-12-16T06:22:54.667Z DEBUG modem << 16 NRF_PWM3 Non-SecureOK
2021-12-16T06:22:54.670Z DEBUG modem << 17 NRF_WDT Non-SecureOK
2021-12-16T06:22:54.675Z DEBUG modem << 18 NRF_IPC Non-SecureOK
2021-12-16T06:22:54.677Z DEBUG modem << 19 NRF_VMC Non-SecureOK
2021-12-16T06:22:54.679Z DEBUG modem << 20 NRF_FPU Non-SecureOK
2021-12-16T06:22:54.684Z DEBUG modem << 21 NRF_EGU0 Non-SecureOK
2021-12-16T06:22:54.688Z DEBUG modem << 22 NRF_EGU1 Non-SecureOK
2021-12-16T06:22:54.694Z DEBUG modem << 23 NRF_EGU2 Non-SecureOK
2021-12-16T06:22:54.696Z DEBUG modem << 24 NRF_EGU3 Non-SecureOK
2021-12-16T06:22:54.697Z DEBUG modem << 25 NRF_EGU4 Non-SecureOK
2021-12-16T06:22:54.703Z DEBUG modem << 26 NRF_EGU5 Non-SecureOK
2021-12-16T06:22:54.704Z DEBUG modem << 27 NRF_DPPIC Non-SecureOK
2021-12-16T06:22:54.705Z DEBUG modem << 28 NRF_REGULATORS Non-SecureOK
2021-12-16T06:22:54.710Z DEBUG modem << 29 NRF_PDM Non-SecureOK
2021-12-16T06:22:54.713Z DEBUG modem << 30 NRF_I2S Non-SecureOK
2021-12-16T06:22:54.717Z DEBUG modem << 31 NRF_GPIOTE1 Non-SecureOK
2021-12-16T06:22:54.718Z DEBUG modem << SPM: NS image at 0x10000
2021-12-16T06:22:54.723Z DEBUG modem << SPM: NS MSP at 0x20018378
2021-12-16T06:22:54.724Z DEBUG modem << SPM: NS reset vector at 0x14295
2021-12-16T06:22:54.729Z DEBUG modem << SPM: prepare to jump to Non-Secure image.
2021-12-16T06:22:54.929Z DEBUG modem << *** Booting Zephyr OS build v2.7.0-ncs1 ***
2021-12-16T06:32:54.967Z DEBUG modem << SMS sample starting
2021-12-16T06:32:54.986Z DEBUG modem << SMS sample is ready for receiving messages
2021-12-16T06:32:54.992Z DEBUG modem << SMS sending is skipped but receiving will still work.
2021-12-16T06:32:55.000Z DEBUG modem << If you wish to send SMS, please configure CONFIG_SMS_SEND_PHONE_NUMBER
2021-12-16T06:32:55.972Z DEBUG modem << [00:10:00.265,869] [0m<inf> lte_lc: Network connection attempt timed out[0m
log from AT Client
084Z DEBUG modem << 02 NRF_RTC0 Non-SecureOK
2021-12-16T07:01:27.090Z DEBUG modem << 03 NRF_RTC1 Non-SecureOK
2021-12-16T07:01:27.095Z DEBUG modem << 04 NRF_NVMC Non-SecureOK
2021-12-16T07:01:27.096Z DEBUG modem << 05 NRF_UARTE1 Non-SecureOK
2021-12-16T07:01:27.098Z DEBUG modem << 06 NRF_UARTE2 SecureSKIP
2021-12-16T07:01:27.102Z DEBUG modem << 07 NRF_TWIM2 Non-SecureOK
2021-12-16T07:01:27.105Z DEBUG modem << 08 NRF_SPIM3 Non-SecureOK
2021-12-16T07:01:27.109Z DEBUG modem << 09 NRF_TIMER0 Non-SecureOK
2021-12-16T07:01:27.116Z DEBUG modem << 10 NRF_TIMER1 Non-SecureOK
2021-12-16T07:01:27.123Z DEBUG modem << 11 NRF_TIMER2 Non-SecureOK
2021-12-16T07:01:27.125Z DEBUG modem << 12 NRF_SAADC Non-SecureOK
2021-12-16T07:01:27.130Z DEBUG modem << 13 NRF_PWM0 Non-SecureOK
2021-12-16T07:01:27.131Z DEBUG modem << 14 NRF_PWM1 Non-SecureOK
2021-12-16T07:01:27.135Z DEBUG modem << 15 NRF_PWM2 Non-SecureOK
2021-12-16T07:01:27.141Z DEBUG modem << 16 NRF_PWM3 Non-SecureOK
2021-12-16T07:01:27.143Z DEBUG modem << 17 NRF_WDT Non-SecureOK
2021-12-16T07:01:27.148Z DEBUG modem << 18 NRF_IPC Non-SecureOK
2021-12-16T07:01:27.150Z DEBUG modem << 19 NRF_VMC Non-SecureOK
2021-12-16T07:01:27.154Z DEBUG modem << 20 NRF_FPU Non-SecureOK
2021-12-16T07:01:27.155Z DEBUG modem << 21 NRF_EGU0 Non-SecureOK
2021-12-16T07:01:27.162Z DEBUG modem << 22 NRF_EGU1 Non-SecureOK
2021-12-16T07:01:27.165Z DEBUG modem << 23 NRF_EGU2 Non-SecureOK
2021-12-16T07:01:27.169Z DEBUG modem << 24 NRF_EGU3 Non-SecureOK
2021-12-16T07:01:27.172Z DEBUG modem << 25 NRF_EGU4 Non-SecureOK
2021-12-16T07:01:27.173Z DEBUG modem << 26 NRF_EGU5 Non-SecureOK
2021-12-16T07:01:27.176Z DEBUG modem << 27 NRF_DPPIC Non-SecureOK
2021-12-16T07:01:27.178Z DEBUG modem << 28 NRF_REGULATORS Non-SecureOK
2021-12-16T07:01:27.184Z DEBUG modem << 29 NRF_PDM Non-SecureOK
2021-12-16T07:01:27.185Z DEBUG modem << 30 NRF_I2S Non-SecureOK
2021-12-16T07:01:27.190Z DEBUG modem << 31 NRF_GPIOTE1 Non-SecureOK
2021-12-16T07:01:27.191Z DEBUG modem << SPM: NS image at 0x10000
2021-12-16T07:01:27.193Z DEBUG modem << SPM: NS MSP at 0x200185f0
2021-12-16T07:01:27.194Z DEBUG modem << SPM: NS reset vector at 0x11d5d
2021-12-16T07:01:27.199Z DEBUG modem << SPM: prepare to jump to Non-Secure image.
2021-12-16T07:01:27.403Z DEBUG modem << *** Booting Zephyr OS build v2.7.0-ncs1 ***
2021-12-16T07:01:27.411Z DEBUG modem << The AT host sample started
2021-12-16T07:01:35.143Z DEBUG modem >> AT+CFUN?
2021-12-16T07:01:35.154Z DEBUG modem << +CFUN: 0
2021-12-16T07:01:35.165Z DEBUG modem << OK
2021-12-16T07:01:39.319Z DEBUG modem >> AT+CFUN=1
2021-12-16T07:01:39.362Z DEBUG modem << OK
2021-12-16T07:01:55.828Z DEBUG modem >> AT+CPIN?
2021-12-16T07:01:55.833Z DEBUG modem << +CPIN: READY
2021-12-16T07:01:55.838Z DEBUG modem << OK
2021-12-16T07:01:55.844Z DEBUG modem >> AT+CPINR="SIM PIN"
2021-12-16T07:01:55.856Z DEBUG modem << +CPINR: "SIM PIN",3
2021-12-16T07:01:55.858Z DEBUG modem << OK