If mobile data is on and they still don't send then it sounds like your access point name isn't set up correcting. Can't say how you get to that setting on yours but on my phone, settings, connections, mobile network, access point names. Depending on the phone they could all be in one apn or there could be two called internet and mms. If all of the apn you have says "not set" in the mmsc, mms proxy etc then it isn't set up. You'll need to backup one screen and create a new apn with all the settings for mobile data and mns. What those settings would be for your network I don't know.
