DNS_PROBE_FINISHED_NO_INTERNET After 4G signal is lost and retrieved

Good Afternoon,

I have Xperia Z2 on Official's Sony OS, and every time I loose 4G and then get it back, I have to turn mobile data off and on again to get the internet back. Until I do that, even with full-on 4G signal it says DNS_PROBE_FINISHED_NO_INTERNET and none of the internet services work. I was told in T-Mobile that this a known phone problem, although I don't recall having it before I flashed CyanogenMod and went back to Official. Here's my Xperience so far:

1 - Bought the phone (June 2014 in Russia). It was on 4.X, and was working perfectly fine with 4G
2 - Went to US, everything was fine. 4G and all on T-Mobile.
3 - Flashed it to Cyanogen, everything was also fine until I cracked my screen in April 2015. It was resting in a shelf for about half a year, then I fixed it
4 - Went to Russia, flashed on Official Firmware (Got Russian Unbranded, from here: http://forum.xda-developers.com/show....php?t=2759934 ), Everything was fine.
5 - Came back to US. The problem started.

My bet is on faulty modem firmware and I assume the solution would be to refresh just a modem, but I would like to hear your opinion first before (possibly) breaking my phone :)

Thank You!