Lets try couple of things.
1) Make sure that correct mobile settings are being used in "Network -> Mobile" menu (APN, authentication, etc) also check if you got connection without APN.
2) Try to switch between QMI and PPP modes.
3) Make sure that this SIM card works in the other devices.
4) If you insert the SIM card while router is powered on, always reboot it.
5) Make sure your WAN is set to Mobile.
6) Most importantly, upgrade your firmware to the latest CLICK HERE
7) You can always try to reset the device if settings inside are not crucial.
After trying all, please let me know if issue persists.