Simon- I think you are confusing carriers and APN's
GPRS/3G is the data carrier medium which carries data traffic regardless of the type of connection (Web, WAP, MMS etc)
The APN is the Access Point Name you connect to at the 'other end' ie equivalent to your ISP. Most mobile operators have at least 2 APN's- one for Mobile Web and one for WAP. The devices consequently also have separate settings for Web and WAP, though they use the same carrier medium.
It seems to me that Voda are now using a common APN for all data traffic, and connecting via their WAP APN, with an additional proxy set up for http traffic, allowing a full set of connectivity.
But, it also seems, in you case at least, that the device doesn't know this, or is configured wrongly, so it is trying to use a non-existant Mobile Web connection in the absence of WiFi. This is why it won't then retry WAP, because it isn't set to use that APN for web traffic.
If it is tryly the cse that your Voda account only wants to use the WAP connection, then all the "connects to" boxes in the configs should be set to "Work" or whatever your WAP connection is called.