@domubpkm That's a good question, I didn't think to test that when I wrote my last post.
It seems to not accept MMS messages, I've yet to send one (It's been so long since I've used an OS that actually supports MMS that I've gotten out of the habit of using it), but as it doesn't accept them I doubt it will send them either.
So, to clarify my point more. As of July 2021 the Volla Phone can:
Send and receive phone calls
Voice mail works
Mobile data works (2G, 3G and 4G all tested)
MMS doesn't work
On O2 in the UK.