It is not just T-Mobile. I recently had issue with a similar incident of some texts not arriving that was eventually resolved by a Verizon Wireless 2nd level tech doing “something” on their side.
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I doubt that would work anyway. If a message is delivered as an SMS it will only get forwarded to your Mac by your iPhone, right? The Mac itself after all has no cellular connection by itself. No phone, no SMS on Mac.
Oh. Yeah, that makes sense, thanks for waking me up! I assumed those texts appeared in macOS Messages via the same magic that iMessages to, but I guess SMS is out of band (i.e., not being synched via iCloud). So much for that sense of security! 
@Joy Your post inspired me to check my Tmo plan, with a pleasant surprise! Up to 5GB high speed data is actually included in every plan then unlimited 256Kbps, in more than 210 countries. So you actually could have saved €10 while in the Netherlands (even elsewhere in Europe…) At least that’s the theory!
Edit: this included 5GB high speed data is new, at least since my last pre-pandemic trip in mid-2019. (I had to cancel a trip in spring 2020 and haven’t made it back to Europe yet. And hardly to anywhere else for that matter!)
True, I could save that €10 on data, but I make a lot of phone calls to local family and that is 25 cents a minute on T-mobile. T-mobile’s speed has improved; it used to be 2G and that was agonizing for maps, hence the foreign sim data used to come in handy. Less so now. 
@Joyce, all too true! Yes taking advantage of the duo-SIM does seem the best option for your needs, although I also seem to remember using my Google Voice number to call ‘locally’ while in different countries on the same trip, far cheaper than 25 cents a minute on T-mo.
I believe this. But please explain this oddity.
On my MacBook, I turn Wi-Fi off at night, including last night. Bluetooth is almost always off, and it was last night. There was no ethernet connection. As far as I know, there was no network connection of any kind.
Overnight, my phone received two (spam) text messages, which I promptly deleted using the iPad. This deleted them from the phone, as it should have. But when I woke the MacBook (still with no network connection), the Messages icon in the Dock had a badge with 2 in it. Perhaps unfortunately, I did not look at the Messages app before I turned Wi-Fi on. Promptly after I turned Wi-Fi on, the badge on the Messages icon disappeared.
How did the MacBook, with no network connection, know to put a badge on the Messages icon in Dock?
Was your power adapter connected to your MacBook? I was able to replicate what you saw only when the MacBook Pro was connected to power. I think what’s happening is that the computer establishes a network connection while asleep because you have “Wake for Network Access” enabled despite the fact you turned off wifi. When my computer wasn’t connected to power, no messages came through while it was asleep.
I’d say all of your devices check in with each other either using the low-power BT or Wi-Fi even if it is technically ‘off’.
Yes.
No.
The evidence supports your statement.