If I try to boot EFW with the usb modem plugged, EFW hangs at boot... (I didn't check the screen messages because at the moment I have no monitor connected)
This is because the 4G USB Stick is usually recognized as an usb storage or cdrom. So you had to change the boot order for this issue.
About the modem could you please login into SSH and run the following three commands and then paste here the output:
dmesg
ifconfig -a
lsusb