Work down the list. The first three fix the large majority of cases.
1. Data roaming on the eSIM line
It must be on. It sounds backwards, but the profile technically connects as a guest on the local network, so the phone sees it as roaming. Without it there is no connection.
2. Is mobile data on the right line
In settings, confirm mobile data is set to the eSIM and not to your home SIM.
3. Airplane mode
Turn it on for ten seconds and off again. That forces the phone to rescan for networks.
4. Restart the phone
The classic, still effective, especially after changing country.
5. Network selection
Set network selection to automatic. If a network was picked manually before, the phone will keep looking for it where it does not exist.
6. APN
Most profiles set the APN themselves. If there is still no connection, check that the eSIM line has an APN and that it is not empty. Support can give you the exact value.
7. Is the plan used up or expired
Your account shows usage and the expiry date. If the data is gone, top up.
If none of that helps
Contact support with your order number, phone model and, if you can, a screenshot of the mobile network settings. Those three things make the fix much faster.