If you can’t find it in any settings, you can dial *#*#4636#*#* … “Testing” menu appears … choose “Phone information” and scroll down to the “SMSC:” input field …
It’s not very intuitive territory there. This text field can be empty, and the SMSC the phone uses can be fine nonetheless.
First use the “REFRESH” button, this will put the SMSC the phone currently uses into the field, or “refresh error” if there is none.
After the phone number of the SMSC there might be an added number given, separated by a comma. This is harmless.
You can check whether it is the correct SMSC by comparing it with the number your provider gave you.
If you decide to enter a different number here, you will have to confirm your input with the “UPDATE” button next to the field, else it will not be adopted by the phone.