Mobile data in local roaming

I was looking at the forum but couldn’t find any information regarding this so I’m making this as a feature request.
Right now the Data Romaing has got only two options which are “Do not allow” and “Always allow” what I’m missing is either the third one or even fourth.
We’ve got a network here that has signed deals with other carriers to use their network if they can’t provide the coverage. Now I often goes in regions near the border so it’s becoming a problematic to always allow data roaming. What I’d like to have is something that would allow me to allow data roaming only in the current country. Not sure if that’s doable but who knows?
If not for sure there should be option “always ask” which would trigger a dialog only for the first time new roaming network is picked up.