I am not experienced with unlocking phones with other carriers.
However I think delivery confirmation is only available with MMS transmissions.
Have you tried getting BIS to resend your service books? You are receiving SMS texts so I am not sure if this will remedy your issue but you can try:
Options > Advanced Options > Host Routing Table > Press Blackberry Button > Thumb "Register Now" in pop up window
While checking on Crackberry I saw someone with the exact same issue. You may want to contact them to see if they resolved it. The link to the post is below. Storm on AT&T stopped sending or receiving SMS - BlackBerry Forums at CrackBerry.com