I have a Sprint HTC One. I recently flashed a new ROM. VENOM 5.0 which supports my PDA.
So, after installing it I downloaded all the required apps and they worked fine.
Later the next morning when I switched on my data connnection, all the apps ran on data and everything went on well. Then I installed Root Firewall PRO and set all my required settings, after that none of the third party apps didnt receive any data connection. Neither Whatsapp nor Facebook Messenger received data. Even though they are only messenging apps, tthey also did not receive any Data Connection.