Can't get data to work on 5.1 roms

Alright so I've tried multiple roms and I can't get data to work on 5.1 roms even though the APN is setup properly.
I reflashed to complete stock CM11S, then flash CM12S with the firmware/modem/radios update and then the latest CM12.1 nightly ... still doesn't work!

Data works fine on stock CM12S / CM12 based roms.
Is there something I'm missing?