Probably9857
I think this is usually the intended behaviour of a roaming network.
The foreign network is used "only" to reach back the company network to continue with their operations, like tracking (and with tracking I mean also keeping track of how much internet data you used, apart from selling your data lol).
I know that Mobimatter accepts crypto and has some data only plans, so point 1 and 3 are covered.
In their FAQs you can read that "the eSIM will automatically switch to a supported local network", but I am not sure that this translates into using a local IP address.
I currently don't have an eSIM to test.