Moved to Consumer Cellular a year or so ago using Apple and Android phones. Recently switched to a Lumia 520 running Microsoft Phone 8.1 and was unable to send/receive group SMS messages and picture text messages.
The below settings resolved the issue on my 520, see this point for the solution for a Lumia 635.
To edit/add the settings perform the following:
1) Go to System Settings > cellular+SIM > SIM settings
2) Click [Add/Edit] internet APN
APN: ccdata...and click Disk icon to save
User name: [leave blank]
Password: [leave blank]
Proxy server (URL): [leave blank]
Proxy port: [leave blank]
3) Click [Add/Edit] MMS APN
APN: att.mvno...and click Disk icon to save
User name: [leave blank]
Password: [leave blank]
WAP gateway (URL): proxy.mvno.ccmobileweb.com
WAP gateway port: 80
MMSC (URL): http://mmsc.cingular.com/
MMSC port: 80
Maximus MMS size: [leave blank]
Although it should work with other Windows Phone 8+ models it would be appreciated if you could post your model below and a go/no-go if it worked for you to benefit others on the web.
All the best!