Hello,
I have tested the device with the same configuration, however, responses from the gateway provided correct information for any data type, including WAN IP and connection status.
I would strongly advice to check the quality of connection. For example, ping some remote host continuously, such as 8.8.8.8, and try sending status SMS during that time. You should see, whether there are packet losses, which would indicate connectivity issues.
Otherwise, I would like you to 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. The logs in the file might provide more insight into the issue.
Best regards,