Data connection not working Htc One M8

I unlocked the bootloader of my Htc One m8 gsm a few weeks ago. I installed TWRP recovery and then cm12. I made a backup of my stock rom before doing a wipe. I then expeirenced that the mobile data was not working on the new rom. I also tried the GPE 5.1 lollipop rom but to no avail. There was a ' ! ' mark beside the service bar and no icon appeared in my status bar whenever I turned mobile data on. Today I restored my phone back to the stock (sense) rom and still mobile data is not workinng.
I can not understand the problem. It just says 'disconnected because service is unavailable'. I have been able to recieve text messages/calls the whole time, just the mobile data does not work.
Please help..