Just want to make update on this thread.
I ended up ordering another EC25 modem (E version this time). I installed it, but this time I decided to put a felt pad under the modem (to replace the foam that was there originally, but damaged when I changed the ec25-a to ec25-au). Everything works perfectly!
After that I decided to also put a felt pad under the ec25-au. Lo and behold, it works as well! Exact same SIM card. Maybe the modem does not make a good contact with the mini pcie express slot without the foam/felt pad? But anyway, I wish I had tried the felt pad before ordering another modem 
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