All the things it tells you to do from both Apple and the Internet, including resetting the network hub, checking the hub with my other iPhone with the same SIM card. Resetting the network connections., hard reset. Toggle airplane and the mobile data. All of the usual suspects, the only thing I cannot do is reset the phone to factory settings.
I have an appointment with Genius Bar, Phone is 10 days old, going to tell them to wipe it, since I cannot do it, and hopefully they can, give me a letter to get it replaced from the department store I got it from for a new one.