As long as you've got your mobile phone with you it won't matter where you are. Any calls/messages to your phone are initially routed to your UK phone service provider before being forwarded to your location. (Even if someone in the same room as you in Oz called your phone, the system would still route their call via the UK). Hotmail's server will only have known that it was sending a message to your UK phone. The fact that your phone was actually in Oz was irrelevant; Hotmail can't have known that.
So there was no reason why you couldn't have received the message to your phone in Oz (unless, of course, you'd left the phone or your UK SIM at home).
The simplest way to receive your Hotmail messages while abroad though might be to open a new email account with a provider that doesn't have such restrictions and get your Hotmail messages forwarded to that. If you open a free account here
https://www.gmx.com/
you can then use the 'mail collector' facility to get your Hotmail messages forwarded to your GMX account. (By going into the settings on your GMX account you can ensure that a copy of your mail is still left on the Hotmail server and that people will still see your Hotmail address, rather than your GMX one, when you use GMX to reply to messages).