Have you tried a reboot of the phone ?
Also have you requested that the APN settings are sent to the phone:
Go to sky.com/networksettings (My Account > Mobile > Settings) and sign in with your Sky iD.
Select the mobile number or SIM name you're having trouble with.
Scroll to 'Resend network settings' and select Request settings.
Save the settings when your receive them and reboot your phone.
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