In my case this is an iPhone 14 pro. I'm pretty sure I can receive calls while using data, since I often look things up on the internet while talking to my parents.

And, by the way, the SMS in question never arrived. I don't know if there's some kind of timeout happening, and the network gives up after a while. Some 15 years ago I remember getting texts after an hour or two if I only had spotty reception. This may of course have changed in the meantime, plus this is a different provider.