Hi Jonathan,
We have no experience with this specific module but I will try to give some ideas based on other modules.
When you want to change NVM configuration you could try to turn off autoconnect.
Then reboot the module and change the apn using the command you showed.
Then either reboot with autoconnect or start with AT+CFUN=1 , AT+COPS… etc.
Let me know if this helps you forward.
Regards,
Eric