SMS can also be captured by calling the customer service for your cell company and saying "I'm out of the country and lost my phone, can you forward texts to INSERT NUMBER HERE for me?"
Also, keep in mind that an adversary can grab your text messages even without any social engineering skills; they just need to rent a cell tower somewhere in the world and advertise your number as roaming there [2]
As you implied, it is probably safer to use a different number than your main one for SMS-based 2FA (the much-maligned security through obscurity), but before you go out and buy a second phone plan, consider issues such as whether you will be able to receive SMS messages while traveling internationally.
[1] https://support.twilio.com/hc/en-us/articles/223181668-Can-T...