"And SMS is also frustratingly non-universal. After years of having cell service with one of the large providers"
..
"Each SMS shortcode is only supported on a provider-by-provider basis."
Yes, each provider does support their own short codes, but this is not a great example of SMS being "non-universal"
A short code is just "dialling sugar" for {country_code} + {network_code} + {short_code}.
Think about it this way: It would be kind of like trying to access the following url: http://news.ycombinator
Do you need it on .com? .co.za? .io?
So in other words, if you are roaming and you want to use a short code. Just prefix with {country_code} + {network_code}.
The routing should work correctly, the switch (msc) routing tables will have the country code + network code, and route the message correctly to your network. If your network has been configured correctly, it will be able to respond.
There is nothing inherently in SMS that prevents it working. Though carriers can choose to block short codes to other networks (usually to avoid fraud). Your carrier would then need to include request the roaming partner white list a set of allowed short codes.