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Why VPN won't connect unless I'm on wi-fi?

I'm trying to connect to my work via VPN on 6s and it works great as long as I'm on wi-fi. If I am using carrier mobile data it won't connect. Carrier says there are no restrictions and I should be able to connect. Apple can't find a solution either. I also tried my wife's phone - same result. Obviously, the settings are correct since it connects on wi-fi and I pulled the settings from my old phone (worked fine) from ICloud. Help!