Xperia Z2 :: Can't Send Or Receive MMS Pictures

I can't send or receive MMS pictures. I've done the Settings>More>Internet Settings (Download settings for internet and MMS) thing, and my internet browsing is and always has been fine. If I turn Wi-Fi off and choose to browse via 2G, it's next to useless, but it DOES work. When I get into a 3/4G area it works as you'd expect without me changing any settings.In a 2G only area, a  ~256K image should still be able to be received and sent, albeit with a slight wait, shouldn't it?
 
The message I get when people try to send me something is "Message not downloaded", and although I can press and hold to select "Download message", it still doesn't work. WHen I try to send, I get "Message queued for sending", after about 5 minutes. I've read about that message lots of times, but it seems the answer is always that the user hasn't downloaded the correct internet/MMS settings, which I have.I'm on O2, UK,  and am on a contract with data available (and it won't deny me more data if I go over my limit).