In reply to a post by premitel:

I had a similar problem.

Changed APN to 3internet, but VPN still blocked.

I solved the problem by removing web browsing restrictions which seem to be on new account by default.

To do this dial 0333 338 1001 ...Option 1 [Enter mobile number when prompted] then it is option 5 then option 3 .... you will need credit card to verify t hat you are over 18

premitel.uk

This number is safe to call, as it seems to be a valid Three support number, but according to several checkers for who is calling or texting from it that person could be spoofing the number. Bank detail requests being common claiming your d/d has expired.

So be wary if you get an unexpected incoming call or message from it.