Something similar is the case with my Z1 Compact. I'm in Hungary, Central Europe, and never saw the 4G / LTE sign on my phone. I had an old SIM card that I've cut to the appropriate size, which worked, but I suspected that maybe it wasn't 4G-capable, so got a new one from T-Mobile last weekend.
Now I have a 4G-capable SIM card, 4G data plan (newly registered just two weeks ago, and it's already running according to my T-Mobile account info on their website), and there is 4G coverage in Budapest, the capital city, and still, when I try to choose the 4G T-Mobile H network, it tries to connect and then drops back to 3G.
I'm going to wait until this weekend and then get someone from T-Mobile on the phone about this.