Could you configure both cases, with Internet APN and with your custom APN, and generate a troubleshoot file for both configurations? The logs in the file might reveal more details.
To generate a troubleshoot file, login to the WebUI and go to System -> Administration > Troubleshoot section and download troubleshoot file from there.
Also, could you also enquire if your service provider has any requirements, limitations in passthrough configurations? For example, in some cases, operators expect a certain TTL value in the received packets, however, passthrough mode adds additional jumps, which reduce that value, and packets might be discarded.