Hej, I see this topic is at least one month old, but there is no solution yet.
I have only a data network if I enable the data roaming, because my FP2 doesn’t choose my network operator for national roaming without the general data roaming. Even if I try to choose it manually, it doesn’t work. The data in APN are correct.
I found the same problem with the FP1 (April 2015)