So you’re in Germany. Which means:
Is the Vodafone D2 network.
Which is the O2 network
So it should be on MNC 07, as far as I can tell.
Your connection to the network seems to be working, as you do get calls and data (GPRS/EDGE) over 2G on the O2-WINSIM network, so it’s unlikely that the MNC needs to be different. Now here’s the thing - the phone can only handle one 3G/4G connection at a time. If I recall correctly, the FP2 settings are slightly odd, in the sense that you’ll have to set O2-FONIC to 2G only, before you get the option to set O2-WINSIM to 3G/4G. Hope this helps!
EDIT: Forgot to mention - the reason the APN disappears is because it only shows APN settings that are relevant to the current network the sim is connected to. As it seems to be connected to MNC 07, changing the setting to MNC 02 makes the system ignore APN as irrelevant to the current connection. You’d need to force a connection to the other network using manual network selection (different options menu altogether) - but as stated above, in this case I believe you’re on the right network and the 2G/3G/4G toggles are your actual problem.