data not working after flashing CM12.1

I have a Moto G XT1540 US Retail 2GB running stock 5.1.1 System version 23.31.33.osprey_retus_2gb Build number LPI23.72-33. Data (LTE) working fine.
There is an update available to 23.46.4, but I have not bothered to update as I'd rather run CM12.1.
I've tried flashing 4 different CM12.1 roms
- cm-12.1-20150922-UNOFFICIAL-osprey.zip
- cm-12.1-20150925-NIGHTLY-osprey.zip
- cm-12.1-20150926-NIGHTLY-osprey.zip
- Random-Radium-1.4-OFFICIAL-osprey-20150917.zip
and data is not working in any of them - I can make/receive calls and send/receive texts, but data always shows !
The APN looks correct to me, and I've tried adding a new APN with the same info as stock and rebooting, but it still doesn't work.
I restored to a nandroid backup of stock and data (LTE) is working fine again.
Any ideas or suggestions for how to debug this?
Thanks.

Bob