[Q] Help with AT&T Moto X gen 2 topic

I mistakenly (for full price) bought the AT&T X Gen 2 from motorola store instead of the pure edition, and realized it too late to return the device. Since I am on tmo, I tried to get it unlocked by AT&T - who were completely unhelpful. I then bought an unlock code, which seemed to have successfully unlocked it (put in the tmo sim, asked for code, input the code and it accepted it). Now - the phone can make calls (both with the tmo sim, and with an AT&T sim), but no matter what I do - there is NO data capability. Works fine with Wifi, but both with tmo or at&t SIMs, there is no data connectivity.
I am wondering if the unlocking process didn't work right, and has the radio stuck in some weird state - which makes data not work. I have tried hard resetting the phone etc - but no luck thus far.

Any suggestions? Is there a way to flash the radio to revert it back to factory settings with data working. Anything else I could try? Is there a factory AT&T ROM that I can "officially" restore the device using?