There's actually a pretty common bug with recent builds of CM12.1 across a bunch of devices, where Apn settings are missing completely. Google it, you'll see a bunch of posts across the interwebs about this particular bug.They are in Settings/Mobile Networks/Access Point Names. Inside there you should see various APNs. Click on them to see settings.
If for some strange reason you have no APNs to see, you can create one from scratch and save it.
Sent from my Droid Turbo.
Resurrection Remix.
Straight Talk/Verizon.
Tapatalk.