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It might be a good idea. You can find your local support teams contact information here: http://www.sonymobile.com/global-en/support/contact-us/contact-info/
I don't own a SONY phone yet, but I did experience the same issues with my Xiaomi phone It used to work and I noticed it had stopped data. AT&T hates the fact that you use your own phone. I went to the local store many times, we changed SIM cards and APN settings. Nothing worked. Lo and behold, I was on my AT&T account online and somehow the phone did not show up on my account. I made a phone call and was told that the IMEI number was changed by one digit. How? It used to work. The lady corrected it and pretty soon, data was working again. I also threatened to walk across the street and change to TMobile.
The people at the AT&T shops cannot do most of the things that the people on the phone can do. Call them.
Hi there. I'm based in Taipei, but I have an AT&T SIM at home. I had a similar issue when I brought my Z2 back to the states. First, the IMEI had to registered with AT&T - and they had some trouble doing that. Second, I ended up using the "ATT Phone" APN - note that they are case sensitive. Here is a link with the source info:
https://www.att.com/esupport/article.html#!/wireless/KB424489
Finally (though this shouldn't be a problem with a Nano-SIM) AT&T apparently still distributes non-LTE compatible SIM cards sometimes. They should have a walkthrough where you can verify the number printed on the card.
I confess I have not yet attempted to use my new X Performance on AT&T yet. I'm not sure if dual-SIM phones might have multiple IMEIs or somesuch that could throw off registration. Might be worth looking in to.
The phone is fine. I hope you did not send it in. The problem is the AT&T wireless network. I just ran into this, but I got a fix by taking a quick trip to the wireless store.
AT&T wireless will not allow unlocked phones access to their fastest 4G speeds. The solution is to have them change the IMEI number from your own phone in their system to another approved one. They have these in all wireless stores. They are the demo units. Have a store worker do this for you, reboot your phone, and you will be good to go.
I have my Xperia™ X Performance Dual SIM working at 4G speeds on the AT&T wireless network. You cannot get it to work without someone in a wireless store helping you though. The fastest speed AT&T will allow otherwise is H+