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I haven't been foloowing this thread but I don't think that its a question of restoring. Since its an AT&T phone, you will need to change the APN settings to the ones for your carrier. Restoring the phone will not do this.

Search up changing the APN setting to match your carrier

Like I said, I haven't been following this thread but those are my two cents.

Yes, that's what I thought/hoped and I had tried doing that both with unlockit.co.nz (I understand there have been mixed results with the iPhone 4 - and have tried installing by email which worked for some - I show the installation, just doesn't work) and Apple's iPhone Configuration Utility (phone also shows the installation but, similarly, no joy - if I swap the card into a Sony Ericsson I do get data/mms - which are active with my carrier - PlusGSM). Reset seems the next logical step but who knows...
 
Resolved!
posting what finally worked in my situation in case it might help someone else. Again, an ATT unlocked iphone 4 - everything worked except cellular data and mms. Under settings>general>network there was no field for "cellular data network" so I could not manually configure the carrier settings. This was why I was trying to force APN profile changes via unlockit.co.nz and Apple iPhone Configuration Utility. Checking with Tiny Umbrella/Cydia I had no saved SHSH blobs earlier than the current iOS so I was limited in risks that I could/would take as a restore was not an option. I had read about some having luck restoring data after doing a "reset network settings" but also read that this had relocked some unlocked phones. Reading the comments on one of these threads, I came across one that I was skeptical of (fortunately I was wrong) but seemed harmless enough to try:
go to settings>general>network then, with the phone on, eject the sim,
wait exactly 5 seconds and then reinsert (again, with the phone still on).
Much to my surprise, I now had settings>general>network>cellular data network.
I entered the carrier settings and now everything is fully functional :apple:
 
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