You will need to line up the mobile data connection for that MX via wired uplink, beforehand. It's not possible to do ZTP via LTE connection only.
The modem in that MX supports up to 300 Mbps, I believe, with the very best of coverage etc. In practise the chances are you may not get that, but I gather the limiting factor is often the capability / flexibility of the carrier's infrastructure to support all the relevant standards.
If you need VPN to work, this can be limited/prevented by carrier grade NAT implemented on the carrier's network; a SIM designed for a data-specific plan is usually the best approach.