No data on Motorola Milestone 3 XT861

Hi everybody,

first of all, I looked all over this forum and also I googled a lot but I was not able to find a solution to my problem. I know that this is an older phone, but it is the one I want because of the keyboard and build. So please do not tell me to buy something newer. So here it is:

I bought a brand new Motorola Milestone 3 in United States (originaly Alltel) and I unlocked it for GMS network with unlock code.
I want to use it in Slovakia, Europe on O2 - SK network. I can make calls, receive calls, send texts, receive texts but I can not get the data service to work.
I tried configuration texts from service provider, I tried to manualy set the APN, none of it worked.
Under Settings - Battery and Data manager - Data Delivery I have both Background data and Data enabled checked.
I managed to root it with KINGOROOT. Before I start playing with custom ROMs to get the data to work, I would like to try to get it to work on stock ROM. I do not mind staying with Android 2.3.6

Details about the phone:
System version: 5.8.25.XT861.ACG.en.US
Model number: MILESTONE3
Android version: 2.3.6
Baseband version: N_03.18.37P
Kernel version: 2.6.35.7-g0cce3f0kvw678@zch45lnxdroid14 #1
Build number: 5.5.1.1-84_D3G-25

Please if ALLTEL has some hidden settings for data access preventing me from getting my O2-SK data access, let me know if there is a trick how to change them or delete them or to do something with it. I really like this phone and I will be very glad if I will be able to use it with data as well. Not only calls and texts.

Things I think might work but need confirmation:
- installing ROM from Motorola DROID 3 XT862 from Verizon wireless
- installing ROM from Motorola DROID 3 XT860
- installing ROM from Motorola DROID 3 XT883 from Chinese operator.

So please if you know anything about solving this issue, let me know.

Have a nice day and thank you for your reply.