Does your ZTE device support all of Three's frequencies? I know the Huawei E5377 MiFi has a dozen different variants, some of which don't support the frequencies used by some UK operators. Is the ZTE the same? I think all the UK providers broadcast on multiple bands. So Three might be trying to palm you off on to a less busy band you can't see. Or your phone can use a better band that the MiFi can't.