This page has info on changes that need to be made to /system/etc/apns-conf.xml to fix the APN issue in CM11: github(DOT)com/CyanogenMod/android_vendor_cm/pull/13/files
The lines in red are the original lines in the file, the lines in green are the changed lines with updates to fix the APN issue. There are two changes to existing lines and one new line. I'm not sure if all three changes are needed, but I did all three and it fixed the problem for me. I had to reboot my phone after making the changes.
Edit: forum rules won't let me post a link, replace (DOT) with .