Something on your phone is leaking data (the roaming off isn't blocking everything).  At $2.05 per MB ($2,000 per GB), I'd think you're pretty lucky that's all it is.

Or could you be getting incomming calls.  You can be billed for those even if you don't answer (if it gets forwarded to the country).  When I didn't want to get calls, I'd forward them to Google Voice, so they never rang overseas, but I could still see if someone wanted to contact me.

I forward my calls to my Ooma number so I'm not hit with any call charges. This is data roaming.

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It sounds like very much a phone problem in that it’s doing something that connects to a local carrier even if data roaming is off.  Data roaming is only data, so turning it off doesn’t stop the phone from connecting for voice and text, whether you actually make any calls or send texts.  The only way that AT&T charges for roaming is if they get notified that your phone connected to a carrier network because they got charged by that carrier for your usage.  Otherwise, they have no way of knowing, and if they don’t know, they can’t charge.  I’d put the phone in airplane mode and see if that stops it.  If it does, then that’s the solution.