New unlocked 920 no MMS

Hello,
I purchased a replacement Nokia Lumia 920 on a large Internet shopping site.
It is an unlocked device and will not send a MMS message. Internet,
sms, and phone calls all work fine.
I wish that I could have easily replace the battery on my original 920, that I've had for 3 years, but now I'm going through loops to have a functional smartphone.
I called ATT tech support twice and was told once that a fix will be sent overnight and another time to clean my SIM card.
Also, I was guided through entering a mms APN and saved it, but still no luck.
I believe this to the a phone built for use in the UK because of the way the speech and instead of showing 4g my display shows H+ and alternates between H and H+ depending on connection
The person in tech support said that the next time I called in that I would be told that I have a defective unlocked non ATT phone.
The SIM shows AT&T
Under settings>about> the carrier says CV GB
Also, the phone automatically upgraded several times and it has loaded Denim
The RM id says RM-821_euro1_276
Before buying this phone, I went to 2 ATT company stores and 1 authorized reseller and nobody could offer me any assistance to buy a Windows phone and were out of everything. I was hard sold ATT dish home video service. I called AT&T and was sent a 635XL and put on a 2 year contract and billed $57.00 and I never used or activated the 635XL which I sent back on the same day I received it.
I'm about out of patience and was told that I could get a cheaper no contract price at another wireless provider and use this phone or get a new one for one dollar.
I'm a disabled vet and it takes me a while to go to the store.