Can you try with a different sim card?
Sims have a flag called "sim change alert" and if set, send a sms on every reboot, at least on android phones.
I have never seen an option to turn this on or off in Sailfish.

If you have an android or ios phone you could try to deactivate that setting for the sim. And try again in AquaFish

Another possiblillity is Malware, but it makes not much sense if malware reports back to intex, does it?

If the sms is sent from an android app, you could install "App Ops Starter" for android. It will show you which app sent which sms.
Can android apps even send sms from alien dalvik? never tried.

After those checks, i would contact intex and ask if it is a know "feature".