Have just bought this superb 4g phone for 80 pounds. Highly recommended.
It has Android 5.1 and the setting up is somewhat different to what is listed on here.
Settings > Wireless & Networks > More > Cellular networks > Access point names
I found that it had by default put in some O2 settings so I actually changed one of those, rather than set a
Set up as usual
Password (leave blank)
MMS proxy 126.96.36.199
After that go back to cellular networks > Preferred Network Type and set 3G or 4G depending on your data plan.
Last thing is to go back to Wireless & Networks > Cellular Data and switch it on.
Worked for me 🙂