Sounds like you're using a USB based modem that runs its own software stack. We tried that, and it went terribly. Issues similar to the one you mentioned.
Life is much, much better if you buy a mini-PCIe module and use Linux utilities to manage it. We've had zero problems since dumping our USB modems (Huawei junk) and buying proper cards (also Huawei, but surprisingly not junk).
OpenWrt is nice, but the packages are limited. Also their release cycle is glacial, so we frequently end up building from trunk because we need some fixes which aren't in the current stable release (15.05.1 is almost a year old!).