SARA R410M-02B-00 not registering to a network

I've used several different Telit modules before, the GE863, GE864 and GE865, and I was wanting to move onto LTE. The ublox GPS receivers I've used have worked very well so I thought I would try the ublox cellular devices.

I've got an SARA R410M-02B-00 which I can't get to register to a network.

It's fitted to a Sparkfun Arduino shield but to start with I'm just typing AT commands by hand.

It's powering up, and responding to the AT commands. I can read the SIM number using AT+CCID?, turn it off with AT+CPWROFF, reboot with AT+CFUN=15 etc.

I've turned on the network light with AT+UGPIOC=16,2 but it never lights. The response to AT+CREG? is +CREG: 0,2. I've tried AT+COPS=? which eventually returns
+CME ERROR: operation not allowed

I get the same response with the two SIMs that I have tried. They are UK SIMS on giffgaff and EE.

Has anyone got any suggestions why it's not working?

What are you using for a power supply?

It's one of these:- https://www.sparkfun.com/products/14997

The circuit diagram is here:- https://cdn.sparkfun.com/assets/3/9/d/5/f/lte_cat_m1_shield_schematic.pdf

The 5 V supply is from a SMPS that I've been using with GE865s for ages, but for this I've tweaked it to 5 V. It's based on an LM25576. The 5 V that outputs is regulated down to 3.3 V within the Arduino shield with an AP7361C-33.

I've also got a fully charged 1.8 Ah Li-Ion battery attached.

I can't see any disturbance of the power supply, or any sign that any significant current is being taken.