Best answer by daniiiiiv
As silly as it sounds, your texts to Luxembourg would not be included within your allowances if you're calling from within the UK. They would only be included if you were currently roaming in another EU country on the Band 1 destination list.
Unfortunately, if you're using your phone in the UK to send to destinations outside of the UK (including EU destinations) then you will be using international charge rates. You can however use your phones allowances in a Band 1 destination to call/text the UK as well as other Band 1 destinations.