The only way to restore this is to go into settings -> Wireless & Networking More... -> Mobile Networks -> Network operators, and either automatically or manually select my provider. This has happened on 2 different suppliers (giffgaff(O2) and Three) so is definitely an error with the phone.
If I lock the screen again the connection is once again dropped and I have to repeat the steps above to get it back.
Is this an issue anyone has come across, if so please help, its led me to flash multiple different operating systems, change carrier, and now make my fingers want to take on my hair in a game of tug of war.
Any help appreciated