Have you tried to enter the APN manually? To enter APN, navigate to Network -> Interfaces and edit mobile interface settings. A new configuration window will appear, where you need to disable Auto APN button, select custom APN and enter it. Add security details if your provider requires.
Otherwise, if that does not help, attach a troubleshoot file to your question. Please, replicate the issue, then access router's WebUI, go to System -> Administration > Troubleshoot section and download troubleshoot file from there.