MSG 242 Error in Sandbox when trying to send SMS

Hello - I'm attempting to convert over from username/password login credentials to JWT. In setting up a new sandbox account with JWT credentials, I've tried to set up a simple SMS sending app. I'm able to login with JWT successfully, but when I try sending the SMS, I get back error Msg 242 ("The requested feature is not available."). As far as I can tell, the JWT credentials are set for sandbox and the new test App is set up with the correct scope (SMS). Please advise any thoughts to address this. Thanks