Hello,
I seem to be experiencing a similar issue with my AT&T Moto X, which is already running on Android 4.4.2. However I especially noticed the issue after AT&T unlocked my phone (which was a nightmare of a process in and of itself), so I can use a prepaid SIM from Orange in Spain.
Now, I am able to connect via Wifi, but no sort of data is working whatsoever. I have checked though all of the possible data roaming/connection settings I can think of, and restarted the phone numerous times without success. I am not sure if this issue is related to AT&T, Orange, the Moto X itself, and/or the phone itself.