Moto Z Droid - cannot roam on data on Vodafone AU

I have a Verizon branded Moto Z Droid which works fine on Vodafone NZ. Signed up for a roaming plan and upon arrival selected Vodafone AU. Voice and SMS is fine but can't roam on data.

Checked the APN and there was none for Vodafone AU so tried to manually add one based on this

Name

VF WEB

APN

live.vodafone.com

MCC

505

MNC

03

APN Type

default

But as soon as I choose Add the APN disappears.

Then reset the APN settings and now I have none when I choose APN and only get the message

access point name settings are not available for this user

Interestingly if I add the APN and leave the defaults for MCC at 530 and MNC at 01 I can save it but of course since it's not correct I can't get data.

If I then update the MCC and MNC to the right values and save, the APN disappears?I wonder if Verizon has customized their Android version to stop users from roaming unless they change some setting on the phone? Doesn't seem likely but one can never tell.

I just hope when I get home I can add back the VF NZ APN but then I won't be roaming.