Alright. I figured it out.
The problem was purely electrical.
When the modem is connected loosely, inclined in the slot, it makes good enough electrical contact with the pins and gets detected fine.
However, when the modem is properly screwed in, it either doesn’t make good contact or it shorts something, and therefore does not get detected.
It’s counterintuitive but it’s true.
I also noticed something that maybe could be called USB interference? When the modem is connected and screwed in, other USB ports seem to have a tiny bit of a problem working. My wireless keyboard and mouse combo stutters a lot then. Not sure if it’s my peripherals or something electrically wrong with USB, but that’s that.
Imo this issue should be looked into.
Another separate issue is the slow speeds.
I have proper antennas and APN set up, and the modem does support LTE, yet I’m only getting 8 Mbps download speed. Upload speed is good - 19 Mbps. Could someone help with that? It sounds as if the modem is forced into working in a worse mode but I don’t know why.