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Get a three sim - it will just work with no faffing about.
And because of the magic of the dual sim that providers hate - you can keep your existing number and not have to terminate early with VF. So only you are the financial loser in this arrnagemnt, because VF cannot deliver the service you want.
My EE sim set itself up no problem....I had to manually enter the vodafone as a new APN..
It worked instantly...all settings can be obtained from provider. A new 3G symbol appears next to the normal one at top of screen to show it is your cellular data preference and active.