I know that the gsm sim card needs to have the pin code removed. Otherwise it won't detect a signal properly. Just insert the SIM card into your phone and change the security settings to no pin code.
I have often been caught out with the Powermax panels, and I think a setting has been accepted and when I recheck it hasn't. So it might be worth rechecking all the settings.
A factory reset might be the best thing to do and install the GSM module first.