I had this problem when my phone came back from the repair shop rebuilt and managed to find a solution (with the help of Oly from Admiral).
Here’s the problem:
1) If you have your numbers saved as +44 7xxx xxxxxx – caller ID works for text but not calls
2) If you have your numbers saved as 07xxx xxxxx – caller ID works for calls but not texts
You need to download a Windows Mobile Registry editor (like this one) and then find the following in the HKEY_CURRENT_USER bit:
HKCU\Control Panel\Phone\CalIidMatch
Then double click the ‘CallIDMatch’ and change the number in there – in the rebuilt phone I was sent it defaulted to 12 digits, it should be 10 for the UK.
So far, seems to work. Thanks to this MS forum for the advice, and hopefully I’ve made this slightly more Googleable for anyone else troubleshooting the same issue,