If your on mobile broadband its always been three.co.uk as the apn for me?
Also - the Huawei e169 works once you have disabled the cd drive on on it. One thing I noticed is that if the vega goes in to standby the connection will hang and you have to remove/reinsert the usb dongle.
I wonder if there is a way of stripping the pcb out of the plastic usb casing and soldering it direct to the usb port internally. In theory the I'd guess the vega would ignore it when it was in slave mode and then auto pick it back up again in host mode?
On my netbook there was an unconnected usb header on the motherboard that you could solder stuff directly too - does the vega have somthing like this?