If you're using an iPhone, SMS messages are being bundled together with iMessage messages (Apple's messaging platform). By default, if you are sending a message from an iPhone to a recipient with an iPhone it is sent through iMessage. That means Apple servers store patient data and it has travelled overseas. You should turn off iMessage if you wish to use SMS for sending patient data.
In practice, unless you are using PicSafe, you could not be sending patient data via SMS or iMessage. Please see the "Is sending patient data via text message (SMS) safe?" FAQ.