So this is how it manifests : it's only for MMS because SMS are fine.
The APN configuration is fine, I even checked with my phone operator. They also sent me a brand new Sim card but it didn't change a thing.
I can surf on internet and use all the 3G applications without problem ; I go to the playstore, use the browser, etc...When I do that, the "3G" logo at the top right of my screen is on, which is also normal.
Which is not normal is that when I prepare a MMS, as soon as I want to send it (I press the send button) to a contact, the 3G icon keeps appearing and disappearing, on and off for a minute approximately, as it was trying to connect but couldn't do it. The MMS never leaves the HTC.
To check if it was a rom problem I went from Omega 2.4.0 to 2.5.0 no fix, and I don't think it's a rom problem otherwise people would have reported it.
If you have any idea guys, I would really appreciate. I spent a lot of hours to fix that but didn't find a solution