Mobile data only works when tethering is active

Issue is exactly as described in the title, works when used as hotspot and connected with computer, but not on the phone directly(regardless the hotspot setting).
Moreover I have to add:

I am abroad in Italy.
This is vodafone "data only sim".
Bought two days ago and last time it worked was yesterday evening.
I have two sims and my native-roaming enabled sim works fine.
I tried swapping slots, having one sim, removing/changing/restoring apns, changing dns, restarting phone multiple times.
When I try changing apns it goes back to the default one automatically.
I cannot call customer service as they do not speak English.