Most definitely this is a hardware problem or a bug in the firmware of the phone. The only way to diagnose this is to connect the phone to a service box. It's a custom hardware made box that has the ability to monitor everything on your phone. Unfortunately, it is very expensive to buy and the best solution is to visit a phone service and you will get your phone fixed.
On the other hand, try updating the firmware of the phone using Nokia Suite application that is available for Nokia phones, then use a SIM card and observe the behavior.