OK I tried again and it works, it just does not allow me to unselect everything but one band, it seems to want at least one HSPA and one GSM, plus when I deselect some bands and apply, it reselects them again automatically. My main purpose is to force either 2100 or 900 MHz for 3g, and I can do that so all is good.
When I play with the 4g band settings, I get a message that this modem has some unknown LTE bands and using a custom configuration might disable them.
The provider is STC (Saudi Telecom).
Your program made me realise that the bar indicator of the modem is complete crap, I get full bars, but the RSSI is between -95 and -100 and the connection is slow and drops out... time for an antenna.