If another carrier besides AT&T, you will need to find the APN settings for your carrier and manually enter it into Settings>Mobile network settings>Access point names. Select "New APN" and enter the correct settings for your manufacturer.
The 4G icon simply means a network is present, it doesn't mean you are connected to it.
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Phone: AT&T HTC One (M8)
Tablet: Samsung Galaxy Tab Pro 8.4 (WiFi only)