The Schengen-Visum of course still exists and is unaffected by Brexit. Also before the Brexit, the Schengen-Visum was not valid for entering the United Kingdom.
For receiving text messages, international roaming is of course required, too. How should the mobile connect to the network abroad if there is no roaming activated?
While it is true that everybody entering Thailand should have health insurance, buying a Non-O visa in the home country does NOT require health insurance -- in normal times of course.