I'm guessing there's some sort of APN issue and I have a call into TMO tech support. The original call was to do #RON#, but that didn't help.
When I swap my SIM to my trusty Nexus 5, data works, so it's something device specific.
I've read about needing to force IPv4 when roaming and I tried creating a new APN with only that changed. One thing I noticed that's different between my N5 and G3 is there is no APN setting for Roaming Protocol.