Cannot find 'Mobile Data Network' button for iphone 4 using virginmobile.

Hi,
I use an unlocked iPhone 4 with the latest 7.1.2 iOS. (At least the latest you can get for that phone.)
I recently switched from O2 to Virginmobile to get better coverage. (The EE network is so much better.)
However I cannot send MMS and emails (whether I'm connected to WiFi or not). I cannot access internet when I'm not connected to WiFi.
I have called 789 at least twice to get this resolved. Each time they failed because of the missing button: 'Settings/Mobile/Mobile Data Network'.
Cellular Data Network etc is not there either. I cannot find the button anywhere.
Virgin did give me the details of what to enter should I one day find a way. Although I had got this off the internet already. I was calling them because I cannot find that button! They seemed to expect it to be there.
I have tried resetting all settings and also resetting just the network settings.
The button was available when I was using O2. MMS, email, internet all worked fine because I could set it up manually. The button dissappeared when I switched to Virgin.
So my questions:
Should I be able to see this button?
If yes, what has gone wrong?
If no, how can I set the apn etc settings correctly?
Please note that I have contacted Virgin via the community forum and over the phone to no avail. They suggest I talk to Apple to see if they know why the button has disappeared. They suggest it may be because the iphone has been unlocked.
My household has an iphone 3gs, two 4 and one 4S. All seem to be missing the button or equivalent.
Any help gratefully received.
Regards,
Ronnie

What does it say in your "About"? Go to settings>General>About and it should tell you your carrier. If you have carrier service but it does not show, you might want to contact them again. If the carrier name shows, but you do not get service, try Settings>General>Reset>Tap Reset Network Settings. You will need to enter your wifi password back in afterwards.

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