I have actually got it working ! ( For half an hour till I disconnect the dongle and now can't connect it) I have Huawei E156g dongle and have been playing with settings in APN.
What you need is APN 3internet and mmsc *99# mcc 234 mnc 20 save and connect. It was working as i said and as have used quick Setting to turn it on and off.
After turning off even this annoying red ! icon is gone !
Good luck everybody !